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 | 0.91% | 2.55 CHF | 2.56 CHF | 92,000 | 92,000 | 29,684 | 29,684 | 75,113 CHF | 75,554 CHF | 98.87% | 98.87% |
12/07/2024 | 0.93% | 2.53 CHF | 2.54 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 75,528 CHF | 75,979 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 2.66 CHF | 2.67 CHF | 90,000 | 90,000 | 28,391 | 28,391 | 76,828 CHF | 77,250 CHF | 99.99% | 99.99% |
10/07/2024 | 0.83% | 2.71 CHF | 2.72 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 78,589 CHF | 79,012 CHF | 99.89% | 99.89% |
09/07/2024 | 0.83% | 2.90 CHF | 2.91 CHF | 86,000 | 86,000 | 27,904 | 27,904 | 79,679 CHF | 80,098 CHF | 99.98% | 99.98% |
08/07/2024 | 0.84% | 2.77 CHF | 2.78 CHF | 88,000 | 88,000 | 28,335 | 28,335 | 78,969 CHF | 79,391 CHF | 99.98% | 99.98% |
05/07/2024 | 0.83% | 2.81 CHF | 2.82 CHF | 88,000 | 88,000 | 28,179 | 28,179 | 78,835 CHF | 79,256 CHF | 99.70% | 99.70% |
04/07/2024 | 0.90% | 2.77 CHF | 2.79 CHF | 18,000 | 18,000 | 13,208 | 13,208 | 36,913 CHF | 37,224 CHF | 94.02% | 94.02% |
03/07/2024 | 0.80% | 2.84 CHF | 2.85 CHF | 88,000 | 88,000 | 27,957 | 27,957 | 80,453 CHF | 80,872 CHF | 99.53% | 99.53% |
02/07/2024 | 0.85% | 2.85 CHF | 2.86 CHF | 86,000 | 86,000 | 27,840 | 27,840 | 78,167 CHF | 78,583 CHF | 99.99% | 99.99% |