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% | 2.09 CHF | 2.10 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 238,735 CHF | 239,870 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 240,915 CHF | 242,030 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 112,000 | 112,000 | 113,325 | 113,325 | 238,148 CHF | 239,282 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 231,900 CHF | 233,059 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 230,260 CHF | 231,429 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 230,860 CHF | 232,035 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 232,639 CHF | 233,797 CHF | 99.81% | 99.81% |
04/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 231,134 CHF | 232,293 CHF | 99.49% | 99.49% |
03/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 234,110 CHF | 235,266 CHF | 99.36% | 99.36% |
02/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 118,000 | 118,000 | 117,470 | 117,470 | 230,297 CHF | 231,472 CHF | 99.99% | 99.99% |