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 | 0.47% | 2.16 CHF | 2.17 CHF | 55,000 | 55,000 | 54,484 | 54,484 | 118,033 CHF | 118,579 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 55,000 | 55,000 | 54,485 | 54,485 | 118,989 CHF | 119,534 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 55,000 | 55,000 | 54,484 | 54,484 | 118,180 CHF | 118,725 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 55,000 | 55,000 | 54,485 | 54,485 | 116,690 CHF | 117,235 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 56,000 | 56,000 | 55,473 | 55,473 | 114,876 CHF | 115,432 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 56,000 | 56,000 | 55,475 | 55,475 | 113,284 CHF | 113,839 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 56,000 | 56,000 | 55,614 | 55,614 | 113,173 CHF | 113,730 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 56,000 | 56,000 | 55,922 | 55,922 | 113,197 CHF | 113,757 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 57,000 | 57,000 | 56,462 | 56,462 | 112,829 CHF | 113,395 CHF | 99.37% | 99.37% |
02/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 57,000 | 57,000 | 56,465 | 56,465 | 112,440 CHF | 113,005 CHF | 100.00% | 100.00% |