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 | 0.38% | 2.67 CHF | 2.68 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 71,719 CHF | 71,988 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.63 CHF | 2.64 CHF | 48,000 | 48,000 | 27,020 | 27,020 | 69,482 CHF | 69,754 CHF | 99.94% | 99.94% |
11/07/2024 | 0.41% | 2.57 CHF | 2.58 CHF | 48,000 | 48,000 | 26,673 | 26,673 | 68,039 CHF | 68,309 CHF | 99.43% | 99.43% |
10/07/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 52,000 | 52,000 | 28,351 | 28,351 | 70,686 CHF | 70,971 CHF | 99.84% | 99.84% |
09/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 52,000 | 52,000 | 28,795 | 28,795 | 69,861 CHF | 70,149 CHF | 99.66% | 99.66% |
08/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 69,197 CHF | 69,486 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 52,000 | 52,000 | 28,693 | 28,693 | 70,781 CHF | 71,069 CHF | 99.53% | 99.53% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 56,514 CHF | 56,748 CHF | 98.94% | 98.94% |
03/07/2024 | 0.44% | 2.42 CHF | 2.43 CHF | 52,000 | 52,000 | 28,221 | 28,221 | 66,146 CHF | 66,429 CHF | 98.24% | 98.24% |
02/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 52,000 | 52,000 | 28,612 | 28,612 | 64,701 CHF | 64,987 CHF | 100.00% | 100.00% |