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 | 24,000 | 24,000 | 23,170 | 23,170 | 59,830 CHF | 60,062 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 23,000 | 23,000 | 23,224 | 23,224 | 59,922 CHF | 60,154 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.56 CHF | 2.57 CHF | 23,000 | 23,000 | 23,691 | 23,691 | 58,750 CHF | 58,988 CHF | 99.64% | 99.64% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 57,276 CHF | 57,514 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 24,000 | 24,000 | 23,493 | 23,493 | 59,344 CHF | 59,579 CHF | 99.59% | 99.59% |
08/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 24,000 | 24,000 | 23,539 | 23,539 | 59,323 CHF | 59,558 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 59,476 CHF | 59,714 CHF | 99.75% | 99.75% |
04/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 59,407 CHF | 59,645 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 24,000 | 24,000 | 23,708 | 23,708 | 59,192 CHF | 59,429 CHF | 99.82% | 99.82% |
02/07/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 57,038 CHF | 57,276 CHF | 99.70% | 99.70% |