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 | 0.42% | 2.32 CHF | 2.33 CHF | 24,000 | 24,000 | 23,160 | 23,160 | 55,050 CHF | 55,282 CHF | 99.98% | 99.98% |
12/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 23,000 | 23,000 | 23,240 | 23,240 | 55,191 CHF | 55,424 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 23,000 | 23,000 | 23,692 | 23,692 | 53,892 CHF | 54,129 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 52,405 CHF | 52,643 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 24,000 | 24,000 | 23,529 | 23,529 | 54,638 CHF | 54,874 CHF | 98.27% | 98.27% |
08/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 24,000 | 24,000 | 23,540 | 23,540 | 54,501 CHF | 54,737 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 54,616 CHF | 54,854 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 54,557 CHF | 54,795 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 24,000 | 24,000 | 23,728 | 23,728 | 54,399 CHF | 54,637 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 52,181 CHF | 52,419 CHF | 99.93% | 99.93% |