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 | 0.96% | 2.03 CHF | 2.05 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 149,624 CHF | 151,066 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 2.10 CHF | 2.12 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 148,635 CHF | 150,077 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 2.06 CHF | 2.08 CHF | 72,000 | 72,000 | 72,849 | 72,849 | 145,595 CHF | 147,053 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 1.92 CHF | 1.94 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 141,221 CHF | 142,701 CHF | 100.00% | 100.00% |
09/07/2024 | 1.04% | 1.87 CHF | 1.89 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 142,458 CHF | 143,941 CHF | 99.75% | 99.75% |
08/07/2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 142,234 CHF | 143,714 CHF | 99.27% | 99.27% |
05/07/2024 | 1.01% | 1.92 CHF | 1.94 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 144,232 CHF | 145,702 CHF | 99.99% | 99.99% |
04/07/2024 | 1.03% | 1.95 CHF | 1.97 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 143,584 CHF | 145,064 CHF | 99.61% | 99.61% |
03/07/2024 | 1.04% | 1.91 CHF | 1.93 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 142,076 CHF | 143,561 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 1.85 CHF | 1.87 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 137,804 CHF | 139,312 CHF | 100.00% | 100.00% |