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 | 0.94% | 2.48 CHF | 2.49 CHF | 92,000 | 92,000 | 29,696 | 29,696 | 73,140 CHF | 73,581 CHF | 98.82% | 98.82% |
12/07/2024 | 0.95% | 2.47 CHF | 2.48 CHF | 92,000 | 92,000 | 29,880 | 29,880 | 73,530 CHF | 73,981 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 2.60 CHF | 2.61 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 74,919 CHF | 75,341 CHF | 99.98% | 99.98% |
10/07/2024 | 0.85% | 2.65 CHF | 2.66 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 76,703 CHF | 77,125 CHF | 99.90% | 99.90% |
09/07/2024 | 0.85% | 2.84 CHF | 2.85 CHF | 86,000 | 86,000 | 27,923 | 27,923 | 77,872 CHF | 78,290 CHF | 99.98% | 99.98% |
08/07/2024 | 0.86% | 2.70 CHF | 2.71 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 77,069 CHF | 77,492 CHF | 99.98% | 99.98% |
05/07/2024 | 0.85% | 2.74 CHF | 2.75 CHF | 88,000 | 88,000 | 28,185 | 28,185 | 76,986 CHF | 77,407 CHF | 99.72% | 99.72% |
04/07/2024 | 0.92% | 2.70 CHF | 2.72 CHF | 18,000 | 18,000 | 13,207 | 13,207 | 36,007 CHF | 36,319 CHF | 94.02% | 94.02% |
03/07/2024 | 0.82% | 2.77 CHF | 2.78 CHF | 88,000 | 88,000 | 27,956 | 27,956 | 78,574 CHF | 78,993 CHF | 99.52% | 99.52% |
02/07/2024 | 0.87% | 2.78 CHF | 2.79 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 76,310 CHF | 76,725 CHF | 100.00% | 100.00% |