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 | 0.42% | 2.44 CHF | 2.45 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 65,664 CHF | 65,934 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.40 CHF | 2.41 CHF | 48,000 | 48,000 | 27,021 | 27,021 | 63,382 CHF | 63,654 CHF | 99.94% | 99.94% |
11/07/2024 | 0.45% | 2.34 CHF | 2.35 CHF | 48,000 | 48,000 | 26,671 | 26,671 | 62,006 CHF | 62,276 CHF | 99.43% | 99.43% |
10/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 52,000 | 52,000 | 28,350 | 28,350 | 64,252 CHF | 64,536 CHF | 99.84% | 99.84% |
09/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 52,000 | 52,000 | 28,796 | 28,796 | 63,348 CHF | 63,636 CHF | 99.66% | 99.66% |
08/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 62,706 CHF | 62,995 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 52,000 | 52,000 | 28,691 | 28,691 | 64,305 CHF | 64,592 CHF | 99.53% | 99.53% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 51,238 CHF | 51,471 CHF | 98.93% | 98.93% |
03/07/2024 | 0.49% | 2.20 CHF | 2.21 CHF | 52,000 | 52,000 | 28,222 | 28,222 | 59,715 CHF | 59,998 CHF | 98.22% | 98.22% |
02/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 52,000 | 52,000 | 28,612 | 28,612 | 58,178 CHF | 58,465 CHF | 100.00% | 100.00% |