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 | 0.45% | 2.22 CHF | 2.23 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 107,233 CHF | 107,713 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 107,086 CHF | 107,566 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 48,000 | 48,000 | 47,973 | 47,973 | 107,015 CHF | 107,495 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 48,000 | 48,000 | 48,162 | 48,162 | 105,600 CHF | 106,081 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 48,000 | 48,000 | 48,401 | 48,401 | 105,602 CHF | 106,086 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 48,000 | 48,000 | 48,171 | 48,171 | 105,907 CHF | 106,389 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 48,000 | 48,000 | 48,276 | 48,276 | 105,286 CHF | 105,769 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 105,413 CHF | 105,893 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 48,000 | 48,000 | 49,534 | 49,534 | 107,102 CHF | 107,598 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 109,941 CHF | 110,461 CHF | 100.00% | 100.00% |