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 | 0.39% | 2.53 CHF | 2.54 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 96,324 CHF | 96,705 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 96,254 CHF | 96,637 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 38,000 | 38,000 | 37,999 | 37,999 | 96,652 CHF | 97,032 CHF | 99.98% | 99.98% |
10/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 94,387 CHF | 94,779 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 94,245 CHF | 94,635 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 39,000 | 39,000 | 38,848 | 38,848 | 96,466 CHF | 96,855 CHF | 99.68% | 99.68% |
05/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 96,958 CHF | 97,339 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 96,295 CHF | 96,675 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 96,092 CHF | 96,474 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 94,222 CHF | 94,617 CHF | 100.00% | 100.00% |