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 | 0.36% | 2.85 CHF | 2.86 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 137,759 CHF | 138,250 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 49,000 | 49,000 | 49,026 | 49,026 | 137,681 CHF | 138,171 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 49,757 | 49,757 | 137,979 CHF | 138,477 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,066 | 50,066 | 136,198 CHF | 136,699 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 135,234 CHF | 135,737 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 141,288 CHF | 141,776 CHF | 99.99% | 99.99% |
05/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 48,000 | 48,000 | 48,217 | 48,217 | 141,337 CHF | 141,819 CHF | 99.99% | 99.99% |
04/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 142,756 CHF | 143,236 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 139,562 CHF | 140,052 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 135,368 CHF | 135,877 CHF | 100.00% | 100.00% |