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 | 0.77% | 2.57 CHF | 2.59 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 250,344 CHF | 252,270 CHF | 99.99% | 99.99% |
12/07/2024 | 0.76% | 2.60 CHF | 2.62 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 251,114 CHF | 253,039 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 2.63 CHF | 2.65 CHF | 96,000 | 96,000 | 96,644 | 96,644 | 249,341 CHF | 251,276 CHF | 99.98% | 99.98% |
10/07/2024 | 0.80% | 2.52 CHF | 2.54 CHF | 98,000 | 98,000 | 98,663 | 98,663 | 244,812 CHF | 246,785 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 2.47 CHF | 2.49 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 247,270 CHF | 249,223 CHF | 99.73% | 99.73% |
08/07/2024 | 0.81% | 2.44 CHF | 2.46 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 243,019 CHF | 245,000 CHF | 99.32% | 99.32% |
05/07/2024 | 0.81% | 2.45 CHF | 2.47 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 243,155 CHF | 245,139 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 2.44 CHF | 2.46 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 241,926 CHF | 243,920 CHF | 99.59% | 99.59% |
03/07/2024 | 0.83% | 2.40 CHF | 2.42 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 240,689 CHF | 242,693 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 2.27 CHF | 2.29 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 231,245 CHF | 233,319 CHF | 100.00% | 100.00% |