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 | 0.43% | 2.30 CHF | 2.31 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 111,153 CHF | 111,633 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 110,849 CHF | 111,329 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 48,000 | 48,000 | 47,973 | 47,973 | 110,788 CHF | 111,268 CHF | 99.98% | 99.98% |
10/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 48,000 | 48,000 | 48,162 | 48,162 | 109,400 CHF | 109,881 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 48,000 | 48,000 | 48,401 | 48,401 | 109,523 CHF | 110,007 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 48,000 | 48,000 | 48,171 | 48,171 | 109,805 CHF | 110,287 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 48,000 | 48,000 | 48,276 | 48,276 | 109,094 CHF | 109,577 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 109,195 CHF | 109,675 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48,000 | 48,000 | 49,534 | 49,534 | 111,003 CHF | 111,498 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 114,163 CHF | 114,683 CHF | 100.00% | 100.00% |