Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.92% | 2.49 CHF | 2.50 CHF | 60,000 | 60,000 | 26,840 | 26,840 | 67,482 CHF | 67,968 CHF | 99.99% | 99.99% |
12/07/2024 | 0.92% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 26,844 | 26,844 | 67,503 CHF | 67,989 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 26,831 | 26,831 | 67,158 CHF | 67,644 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 2.45 CHF | 2.46 CHF | 60,000 | 60,000 | 26,830 | 26,830 | 64,620 CHF | 65,026 CHF | 99.90% | 99.90% |
09/07/2024 | 0.77% | 2.37 CHF | 2.38 CHF | 60,000 | 60,000 | 27,864 | 27,864 | 65,343 CHF | 65,767 CHF | 99.74% | 99.74% |
08/07/2024 | 0.76% | 2.36 CHF | 2.37 CHF | 60,000 | 60,000 | 27,094 | 27,094 | 64,307 CHF | 64,717 CHF | 99.32% | 99.32% |
05/07/2024 | 0.76% | 2.32 CHF | 2.33 CHF | 62,000 | 62,000 | 27,962 | 27,962 | 65,250 CHF | 65,674 CHF | 99.88% | 99.88% |
04/07/2024 | 0.84% | 2.38 CHF | 2.40 CHF | 24,000 | 24,000 | 19,232 | 19,232 | 45,400 CHF | 45,784 CHF | 99.63% | 99.63% |
03/07/2024 | 0.76% | 2.33 CHF | 2.34 CHF | 62,000 | 62,000 | 27,196 | 27,196 | 64,046 CHF | 64,456 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 2.39 CHF | 2.40 CHF | 60,000 | 60,000 | 26,855 | 26,855 | 64,268 CHF | 64,675 CHF | 100.00% | 100.00% |