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 | 0.91% | 2.16 CHF | 2.18 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 210,698 CHF | 212,623 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 211,567 CHF | 213,492 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 2.22 CHF | 2.24 CHF | 96,000 | 96,000 | 96,647 | 96,647 | 209,647 CHF | 211,581 CHF | 99.99% | 99.99% |
10/07/2024 | 0.96% | 2.11 CHF | 2.13 CHF | 98,000 | 98,000 | 98,663 | 98,663 | 204,388 CHF | 206,361 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 2.06 CHF | 2.08 CHF | 99,000 | 99,000 | 97,595 | 97,595 | 207,082 CHF | 209,035 CHF | 99.71% | 99.71% |
08/07/2024 | 0.97% | 2.03 CHF | 2.05 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 202,481 CHF | 204,462 CHF | 99.26% | 99.26% |
05/07/2024 | 0.97% | 2.04 CHF | 2.06 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 202,567 CHF | 204,551 CHF | 99.99% | 99.99% |
04/07/2024 | 0.99% | 2.03 CHF | 2.05 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 201,132 CHF | 203,127 CHF | 99.54% | 99.54% |
03/07/2024 | 1.00% | 1.99 CHF | 2.01 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 199,820 CHF | 201,823 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 1.86 CHF | 1.88 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 189,082 CHF | 191,156 CHF | 100.00% | 100.00% |