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 | 0.36% | 2.79 CHF | 2.80 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 74,997 CHF | 75,267 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.75 CHF | 2.76 CHF | 48,000 | 48,000 | 27,021 | 27,021 | 72,777 CHF | 73,048 CHF | 99.94% | 99.94% |
11/07/2024 | 0.39% | 2.69 CHF | 2.70 CHF | 48,000 | 48,000 | 26,671 | 26,671 | 71,304 CHF | 71,574 CHF | 99.43% | 99.43% |
10/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 52,000 | 52,000 | 28,350 | 28,350 | 74,145 CHF | 74,429 CHF | 99.84% | 99.84% |
09/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 52,000 | 52,000 | 28,796 | 28,796 | 73,378 CHF | 73,666 CHF | 99.66% | 99.66% |
08/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 72,709 CHF | 72,998 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 28,694 | 28,694 | 74,309 CHF | 74,596 CHF | 99.54% | 99.54% |
04/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 59,392 CHF | 59,625 CHF | 98.94% | 98.94% |
03/07/2024 | 0.42% | 2.55 CHF | 2.56 CHF | 52,000 | 52,000 | 28,222 | 28,222 | 69,603 CHF | 69,886 CHF | 98.22% | 98.22% |
02/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 52,000 | 52,000 | 28,612 | 28,612 | 68,229 CHF | 68,516 CHF | 100.00% | 100.00% |