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 | 0.52% | 1.98 CHF | 1.99 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 67,628 CHF | 67,975 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 68,470 CHF | 68,816 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 70,526 CHF | 70,872 CHF | 99.88% | 99.88% |
10/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 72,377 CHF | 72,724 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 35,000 | 35,000 | 34,673 | 34,673 | 72,125 CHF | 72,472 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 69,355 CHF | 69,703 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 68,929 CHF | 69,276 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 70,993 CHF | 71,340 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 35,000 | 35,000 | 34,673 | 34,673 | 72,811 CHF | 73,159 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 75,889 CHF | 76,236 CHF | 99.82% | 99.82% |