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 | 0.44% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 110,000 CHF | 110,482 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 111,120 CHF | 111,597 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 49,000 | 49,000 | 47,693 | 47,693 | 111,269 CHF | 111,746 CHF | 99.99% | 99.99% |
10/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 109,515 CHF | 110,003 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 111,164 CHF | 111,650 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 109,714 CHF | 110,201 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 112,630 CHF | 113,110 CHF | 99.81% | 99.81% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 116,112 CHF | 116,589 CHF | 99.49% | 99.49% |
03/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 113,193 CHF | 113,672 CHF | 99.35% | 99.35% |
02/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 109,643 CHF | 110,138 CHF | 100.00% | 100.00% |