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 | 0.95% | 2.13 CHF | 2.15 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 201,537 CHF | 203,462 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 2.10 CHF | 2.12 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 200,778 CHF | 202,702 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 2.06 CHF | 2.08 CHF | 96,000 | 96,000 | 96,679 | 96,679 | 204,640 CHF | 206,575 CHF | 100.00% | 100.00% |
10/07/2024 | 0.90% | 2.18 CHF | 2.20 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 218,412 CHF | 220,385 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 2.23 CHF | 2.25 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 211,428 CHF | 213,382 CHF | 99.74% | 99.74% |
08/07/2024 | 0.89% | 2.26 CHF | 2.28 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 222,134 CHF | 224,116 CHF | 99.32% | 99.32% |
05/07/2024 | 0.89% | 2.25 CHF | 2.27 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 222,897 CHF | 224,881 CHF | 99.99% | 99.99% |
04/07/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 100,000 | 100,000 | 99,748 | 99,748 | 226,746 CHF | 228,741 CHF | 99.63% | 99.63% |
03/07/2024 | 0.87% | 2.30 CHF | 2.32 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 229,917 CHF | 231,920 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 2.42 CHF | 2.44 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 255,720 CHF | 257,794 CHF | 100.00% | 100.00% |