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 | 0.40% | 2.53 CHF | 2.54 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 121,905 CHF | 122,396 CHF | 99.98% | 99.98% |
12/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 49,000 | 49,000 | 49,026 | 49,026 | 121,814 CHF | 122,304 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 121,958 CHF | 122,456 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,066 | 50,066 | 120,029 CHF | 120,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 118,974 CHF | 119,478 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 125,633 CHF | 126,120 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 48,000 | 48,000 | 48,216 | 48,216 | 125,820 CHF | 126,302 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 127,312 CHF | 127,792 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 123,736 CHF | 124,227 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 119,027 CHF | 119,536 CHF | 100.00% | 100.00% |