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 | 0.44% | 2.31 CHF | 2.32 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 62,172 CHF | 62,441 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 48,000 | 48,000 | 27,021 | 27,021 | 59,872 CHF | 60,144 CHF | 99.94% | 99.94% |
11/07/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 48,000 | 48,000 | 26,673 | 26,673 | 58,545 CHF | 58,815 CHF | 99.43% | 99.43% |
10/07/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 52,000 | 52,000 | 28,351 | 28,351 | 60,548 CHF | 60,832 CHF | 99.84% | 99.84% |
09/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 52,000 | 52,000 | 28,795 | 28,795 | 59,579 CHF | 59,868 CHF | 99.66% | 99.66% |
08/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 58,970 CHF | 59,258 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 52,000 | 52,000 | 28,692 | 28,692 | 60,547 CHF | 60,834 CHF | 99.53% | 99.53% |
04/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 48,192 CHF | 48,425 CHF | 98.93% | 98.93% |
03/07/2024 | 0.52% | 2.07 CHF | 2.08 CHF | 52,000 | 52,000 | 28,221 | 28,221 | 56,017 CHF | 56,300 CHF | 98.24% | 98.24% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 52,000 | 52,000 | 28,612 | 28,612 | 54,489 CHF | 54,776 CHF | 100.00% | 100.00% |