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 | 0.81% | 2.49 CHF | 2.51 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 236,791 CHF | 238,716 CHF | 99.99% | 99.99% |
12/07/2024 | 0.81% | 2.47 CHF | 2.49 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 236,061 CHF | 237,985 CHF | 99.99% | 99.99% |
11/07/2024 | 0.80% | 2.43 CHF | 2.45 CHF | 96,000 | 96,000 | 96,683 | 96,683 | 240,167 CHF | 242,102 CHF | 99.98% | 99.98% |
10/07/2024 | 0.77% | 2.55 CHF | 2.57 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 254,611 CHF | 256,584 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 2.59 CHF | 2.61 CHF | 99,000 | 99,000 | 97,660 | 97,660 | 247,287 CHF | 249,240 CHF | 99.73% | 99.73% |
08/07/2024 | 0.76% | 2.63 CHF | 2.65 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 258,519 CHF | 260,500 CHF | 99.31% | 99.31% |
05/07/2024 | 0.76% | 2.61 CHF | 2.63 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 259,259 CHF | 261,243 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 2.63 CHF | 2.65 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 263,406 CHF | 265,401 CHF | 99.61% | 99.61% |
03/07/2024 | 0.75% | 2.67 CHF | 2.69 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 266,728 CHF | 268,732 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 2.79 CHF | 2.81 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 293,736 CHF | 295,810 CHF | 99.99% | 99.99% |