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 | 0.48% | 2.08 CHF | 2.09 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 78,928 CHF | 79,309 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 78,832 CHF | 79,214 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 38,000 | 38,000 | 37,997 | 37,997 | 79,336 CHF | 79,717 CHF | 99.99% | 99.99% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 76,501 CHF | 76,892 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 76,457 CHF | 76,848 CHF | 99.99% | 99.99% |
08/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 39,000 | 39,000 | 38,849 | 38,849 | 78,799 CHF | 79,187 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 79,588 CHF | 79,969 CHF | 99.99% | 99.99% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 78,996 CHF | 79,376 CHF | 100.00% | 100.00% |
03/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 78,667 CHF | 79,049 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 76,210 CHF | 76,606 CHF | 99.99% | 99.99% |