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 | 0.34% | 2.92 CHF | 2.93 CHF | 24,000 | 24,000 | 23,172 | 23,172 | 68,927 CHF | 69,159 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 23,000 | 23,000 | 23,255 | 23,255 | 69,125 CHF | 69,358 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 23,000 | 23,000 | 23,691 | 23,691 | 68,036 CHF | 68,273 CHF | 99.95% | 99.95% |
10/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 66,599 CHF | 66,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 24,000 | 24,000 | 23,502 | 23,502 | 68,579 CHF | 68,814 CHF | 99.59% | 99.59% |
08/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 24,000 | 24,000 | 23,548 | 23,548 | 68,546 CHF | 68,782 CHF | 99.97% | 99.97% |
05/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 68,797 CHF | 69,035 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 68,711 CHF | 68,949 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 24,000 | 24,000 | 23,680 | 23,680 | 68,383 CHF | 68,620 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 24,000 | 24,000 | 23,773 | 23,773 | 66,337 CHF | 66,575 CHF | 99.39% | 99.39% |