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 | 0.85% | 2.36 CHF | 2.38 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 224,381 CHF | 226,306 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 2.34 CHF | 2.36 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 223,637 CHF | 225,562 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 2.30 CHF | 2.32 CHF | 96,000 | 96,000 | 96,683 | 96,683 | 227,694 CHF | 229,629 CHF | 99.98% | 99.98% |
10/07/2024 | 0.81% | 2.42 CHF | 2.44 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 241,914 CHF | 243,887 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 2.46 CHF | 2.48 CHF | 99,000 | 99,000 | 97,597 | 97,597 | 234,533 CHF | 236,487 CHF | 99.76% | 99.76% |
08/07/2024 | 0.80% | 2.50 CHF | 2.52 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 245,768 CHF | 247,750 CHF | 99.30% | 99.30% |
05/07/2024 | 0.80% | 2.49 CHF | 2.51 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 246,559 CHF | 248,543 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 100,000 | 100,000 | 99,748 | 99,748 | 250,598 CHF | 252,592 CHF | 99.63% | 99.63% |
03/07/2024 | 0.79% | 2.54 CHF | 2.56 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 253,848 CHF | 255,851 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 2.66 CHF | 2.68 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 280,558 CHF | 282,632 CHF | 100.00% | 100.00% |