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 | 0.47% | 2.14 CHF | 2.15 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 172,741 CHF | 173,551 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 174,614 CHF | 175,420 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 82,000 | 82,000 | 81,613 | 81,613 | 170,624 CHF | 171,441 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 171,832 CHF | 172,643 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 173,763 CHF | 174,574 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 181,971 CHF | 182,762 CHF | 99.99% | 99.99% |
05/07/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 183,807 CHF | 184,589 CHF | 99.81% | 99.81% |
04/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 184,146 CHF | 184,932 CHF | 99.50% | 99.50% |
03/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 180,259 CHF | 181,051 CHF | 99.35% | 99.35% |
02/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 177,083 CHF | 177,886 CHF | 100.00% | 100.00% |