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 | 0.36% | 2.76 CHF | 2.77 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 105,082 CHF | 105,463 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 105,045 CHF | 105,427 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 38,000 | 38,000 | 37,999 | 37,999 | 105,391 CHF | 105,771 CHF | 99.96% | 99.96% |
10/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 103,347 CHF | 103,739 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 103,215 CHF | 103,605 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 39,000 | 39,000 | 38,848 | 38,848 | 105,401 CHF | 105,790 CHF | 99.72% | 99.72% |
05/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 105,685 CHF | 106,065 CHF | 100.00% | 100.00% |
04/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 105,034 CHF | 105,414 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 104,894 CHF | 105,277 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 103,268 CHF | 103,663 CHF | 100.00% | 100.00% |