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 | 0.86% | 2.36 CHF | 2.38 CHF | 17,000 | 17,000 | 16,839 | 16,839 | 39,355 CHF | 39,692 CHF | 99.73% | 99.73% |
12/07/2024 | 0.83% | 2.32 CHF | 2.34 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 40,977 CHF | 41,314 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.42 CHF | 2.44 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 40,799 CHF | 41,136 CHF | 99.54% | 99.54% |
10/07/2024 | 0.89% | 2.44 CHF | 2.46 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 38,077 CHF | 38,415 CHF | 99.90% | 99.90% |
09/07/2024 | 0.93% | 2.12 CHF | 2.14 CHF | 17,000 | 17,000 | 16,839 | 16,839 | 36,274 CHF | 36,611 CHF | 99.93% | 99.93% |
08/07/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 37,114 CHF | 37,451 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 2.14 CHF | 2.16 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 36,101 CHF | 36,438 CHF | 99.84% | 99.84% |
04/07/2024 | 0.98% | 2.02 CHF | 2.04 CHF | 16,000 | 16,000 | 16,465 | 16,465 | 33,947 CHF | 34,277 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 2.07 CHF | 2.09 CHF | 17,000 | 17,000 | 16,397 | 16,397 | 33,682 CHF | 34,010 CHF | 99.86% | 99.86% |
02/07/2024 | 0.97% | 2.14 CHF | 2.16 CHF | 17,000 | 17,000 | 16,143 | 16,143 | 33,403 CHF | 33,726 CHF | 99.91% | 99.91% |