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 | 0.51% | 2.01 CHF | 2.02 CHF | 47,000 | 47,000 | 45,982 | 45,982 | 90,849 CHF | 91,309 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 47,000 | 47,000 | 45,889 | 45,889 | 90,391 CHF | 90,850 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 46,000 | 46,000 | 46,251 | 46,251 | 92,456 CHF | 92,919 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 47,000 | 47,000 | 46,747 | 46,747 | 98,095 CHF | 98,562 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 47,000 | 47,000 | 46,505 | 46,505 | 95,283 CHF | 95,748 CHF | 99.55% | 99.55% |
08/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 48,000 | 48,000 | 47,408 | 47,408 | 100,872 CHF | 101,346 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 48,000 | 48,000 | 47,543 | 47,543 | 101,358 CHF | 101,833 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 48,000 | 48,000 | 47,575 | 47,575 | 102,800 CHF | 103,276 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 48,000 | 48,000 | 47,701 | 47,701 | 104,114 CHF | 104,592 CHF | 99.83% | 99.83% |
02/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 49,000 | 49,000 | 49,354 | 49,354 | 116,228 CHF | 116,722 CHF | 99.99% | 99.99% |