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 | 0.41% | 2.42 CHF | 2.43 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 195,171 CHF | 195,981 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 196,965 CHF | 197,771 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 82,000 | 82,000 | 81,613 | 81,613 | 193,257 CHF | 194,073 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 194,264 CHF | 195,075 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 196,160 CHF | 196,971 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 203,862 CHF | 204,652 CHF | 99.99% | 99.99% |
05/07/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 205,432 CHF | 206,215 CHF | 99.82% | 99.82% |
04/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 78,000 | 78,000 | 78,602 | 78,602 | 205,869 CHF | 206,655 CHF | 99.50% | 99.50% |
03/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 202,135 CHF | 202,927 CHF | 99.34% | 99.34% |
02/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 199,189 CHF | 199,993 CHF | 100.00% | 100.00% |