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 | 1.01% | 2.24 CHF | 2.25 CHF | 60,000 | 60,000 | 26,842 | 26,842 | 61,009 CHF | 61,495 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 2.27 CHF | 2.28 CHF | 60,000 | 60,000 | 26,844 | 26,844 | 61,029 CHF | 61,515 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 2.26 CHF | 2.27 CHF | 60,000 | 60,000 | 26,826 | 26,826 | 60,670 CHF | 61,155 CHF | 99.98% | 99.98% |
10/07/2024 | 0.83% | 2.21 CHF | 2.22 CHF | 60,000 | 60,000 | 26,831 | 26,831 | 58,131 CHF | 58,537 CHF | 99.90% | 99.90% |
09/07/2024 | 0.86% | 2.13 CHF | 2.14 CHF | 60,000 | 60,000 | 27,860 | 27,860 | 58,624 CHF | 59,049 CHF | 99.77% | 99.77% |
08/07/2024 | 0.84% | 2.12 CHF | 2.13 CHF | 60,000 | 60,000 | 27,098 | 27,098 | 57,795 CHF | 58,206 CHF | 99.25% | 99.25% |
05/07/2024 | 0.85% | 2.07 CHF | 2.08 CHF | 62,000 | 62,000 | 27,966 | 27,966 | 58,504 CHF | 58,929 CHF | 99.90% | 99.90% |
04/07/2024 | 0.94% | 2.13 CHF | 2.15 CHF | 24,000 | 24,000 | 19,236 | 19,236 | 40,762 CHF | 41,147 CHF | 99.54% | 99.54% |
03/07/2024 | 0.84% | 2.09 CHF | 2.10 CHF | 62,000 | 62,000 | 27,196 | 27,196 | 57,483 CHF | 57,893 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 2.14 CHF | 2.15 CHF | 60,000 | 60,000 | 26,850 | 26,850 | 57,730 CHF | 58,137 CHF | 99.98% | 99.98% |