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 | 0.44% | 2.32 CHF | 2.33 CHF | 47,000 | 47,000 | 46,031 | 46,031 | 105,356 CHF | 105,817 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 47,000 | 47,000 | 45,858 | 45,858 | 104,659 CHF | 105,118 CHF | 99.97% | 99.97% |
11/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 46,000 | 46,000 | 46,258 | 46,258 | 107,031 CHF | 107,494 CHF | 99.68% | 99.68% |
10/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 47,000 | 47,000 | 46,757 | 46,757 | 112,795 CHF | 113,264 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 47,000 | 47,000 | 46,509 | 46,509 | 109,866 CHF | 110,332 CHF | 99.55% | 99.55% |
08/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 48,000 | 48,000 | 47,420 | 47,420 | 115,760 CHF | 116,235 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 48,000 | 48,000 | 47,545 | 47,545 | 116,303 CHF | 116,779 CHF | 99.72% | 99.72% |
04/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 48,000 | 48,000 | 47,553 | 47,553 | 117,631 CHF | 118,107 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 48,000 | 48,000 | 47,728 | 47,728 | 119,127 CHF | 119,604 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 49,000 | 49,000 | 49,361 | 49,361 | 131,728 CHF | 132,222 CHF | 100.00% | 100.00% |