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 | 0.42% | 2.40 CHF | 2.41 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 193,150 CHF | 193,960 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 194,862 CHF | 195,668 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 82,000 | 82,000 | 81,614 | 81,614 | 191,188 CHF | 192,005 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 192,214 CHF | 193,025 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 194,111 CHF | 194,922 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 201,833 CHF | 202,623 CHF | 99.99% | 99.99% |
05/07/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 203,413 CHF | 204,195 CHF | 99.81% | 99.81% |
04/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 203,843 CHF | 204,629 CHF | 99.49% | 99.49% |
03/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 200,054 CHF | 200,846 CHF | 99.35% | 99.35% |
02/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 197,190 CHF | 197,993 CHF | 100.00% | 100.00% |