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 | 0.38% | 2.66 CHF | 2.67 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 128,271 CHF | 128,762 CHF | 99.98% | 99.98% |
12/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 49,000 | 49,000 | 49,027 | 49,027 | 128,167 CHF | 128,658 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 49,759 | 49,759 | 128,406 CHF | 128,904 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,065 | 50,065 | 126,548 CHF | 127,049 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 125,484 CHF | 125,988 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 131,926 CHF | 132,414 CHF | 99.99% | 99.99% |
05/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 48,000 | 48,000 | 48,216 | 48,216 | 132,058 CHF | 132,540 CHF | 100.00% | 100.00% |
04/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 133,515 CHF | 133,995 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 130,124 CHF | 130,614 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 125,589 CHF | 126,098 CHF | 100.00% | 100.00% |