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 | 0.43% | 2.24 CHF | 2.25 CHF | 40,000 | 40,000 | 39,626 | 39,626 | 92,785 CHF | 93,182 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 92,631 CHF | 93,028 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 39,621 | 39,621 | 89,728 CHF | 90,125 CHF | 99.10% | 99.10% |
10/07/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 40,000 | 40,000 | 39,626 | 39,626 | 87,689 CHF | 88,086 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 40,000 | 40,000 | 39,623 | 39,623 | 89,032 CHF | 89,428 CHF | 99.58% | 99.58% |
08/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 87,956 CHF | 88,353 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 39,625 | 39,624 | 88,016 CHF | 88,410 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 88,350 CHF | 88,746 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 86,714 CHF | 87,111 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 40,000 | 40,000 | 39,627 | 39,625 | 84,131 CHF | 84,524 CHF | 100.00% | 100.00% |