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% | 2.82 CHF | 2.83 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 75,744 CHF | 76,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.77 CHF | 2.78 CHF | 48,000 | 48,000 | 27,020 | 27,020 | 73,483 CHF | 73,754 CHF | 99.94% | 99.94% |
11/07/2024 | 0.39% | 2.71 CHF | 2.72 CHF | 48,000 | 48,000 | 26,674 | 26,674 | 71,988 CHF | 72,258 CHF | 99.43% | 99.43% |
10/07/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 52,000 | 52,000 | 28,350 | 28,350 | 74,885 CHF | 75,169 CHF | 99.84% | 99.84% |
09/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 52,000 | 52,000 | 28,793 | 28,793 | 74,127 CHF | 74,416 CHF | 99.65% | 99.65% |
08/07/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 73,509 CHF | 73,797 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 52,000 | 52,000 | 28,692 | 28,692 | 75,049 CHF | 75,336 CHF | 99.53% | 99.53% |
04/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 59,971 CHF | 60,204 CHF | 98.93% | 98.93% |
03/07/2024 | 0.41% | 2.57 CHF | 2.58 CHF | 52,000 | 52,000 | 28,221 | 28,221 | 70,349 CHF | 70,632 CHF | 98.24% | 98.24% |
02/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 52,000 | 52,000 | 28,612 | 28,612 | 69,030 CHF | 69,316 CHF | 100.00% | 100.00% |