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% | 2.21 CHF | 2.22 CHF | 45,000 | 45,000 | 44,577 | 44,577 | 103,153 CHF | 103,600 CHF | 99.69% | 99.69% |
12/07/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 103,012 CHF | 103,458 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 45,000 | 45,000 | 44,576 | 44,576 | 99,739 CHF | 100,186 CHF | 99.61% | 99.61% |
10/07/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 45,000 | 45,000 | 44,579 | 44,579 | 97,398 CHF | 97,844 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 45,000 | 45,000 | 44,576 | 44,574 | 98,892 CHF | 99,336 CHF | 99.58% | 99.58% |
08/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 45,000 | 45,000 | 44,576 | 44,576 | 97,710 CHF | 98,156 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 45,000 | 45,000 | 44,576 | 44,575 | 97,841 CHF | 98,286 CHF | 99.58% | 99.58% |
04/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 98,218 CHF | 98,665 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 96,359 CHF | 96,805 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 45,000 | 45,000 | 44,580 | 44,577 | 93,476 CHF | 93,916 CHF | 99.79% | 99.79% |