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 | 0.50% | 2.00 CHF | 2.01 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 65,576 CHF | 65,906 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 65,250 CHF | 65,580 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 33,000 | 33,000 | 33,610 | 33,610 | 67,727 CHF | 68,064 CHF | 99.82% | 99.82% |
10/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 69,448 CHF | 69,788 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 70,325 CHF | 70,665 CHF | 99.73% | 99.73% |
08/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 65,068 CHF | 65,398 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 60,868 CHF | 61,189 CHF | 99.81% | 99.81% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 61,170 CHF | 61,490 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 62,060 CHF | 62,383 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 66,146 CHF | 66,477 CHF | 99.99% | 99.99% |