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 | 0.82% | 2.39 CHF | 2.41 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 233,125 CHF | 235,050 CHF | 99.99% | 99.99% |
12/07/2024 | 0.82% | 2.42 CHF | 2.44 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 233,896 CHF | 235,821 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.45 CHF | 2.47 CHF | 96,000 | 96,000 | 96,644 | 96,644 | 232,109 CHF | 234,044 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 2.34 CHF | 2.36 CHF | 98,000 | 98,000 | 98,663 | 98,663 | 227,284 CHF | 229,257 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 2.29 CHF | 2.31 CHF | 99,000 | 99,000 | 97,595 | 97,595 | 229,764 CHF | 231,717 CHF | 99.77% | 99.77% |
08/07/2024 | 0.87% | 2.26 CHF | 2.28 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 225,553 CHF | 227,534 CHF | 99.28% | 99.28% |
05/07/2024 | 0.88% | 2.27 CHF | 2.29 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 225,629 CHF | 227,613 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 2.26 CHF | 2.28 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 224,263 CHF | 226,258 CHF | 99.54% | 99.54% |
03/07/2024 | 0.89% | 2.22 CHF | 2.24 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 223,061 CHF | 225,064 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 2.10 CHF | 2.12 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 213,141 CHF | 215,215 CHF | 100.00% | 100.00% |