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 | 0.48% | 2.08 CHF | 2.09 CHF | 72,000 | 72,000 | 72,084 | 72,084 | 150,402 CHF | 151,123 CHF | 99.99% | 99.99% |
12/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 160,198 CHF | 160,898 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 70,000 | 70,000 | 70,363 | 70,363 | 158,199 CHF | 158,903 CHF | 99.80% | 99.80% |
10/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 151,362 CHF | 152,082 CHF | 99.99% | 99.99% |
09/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 72,000 | 72,000 | 71,914 | 71,914 | 153,707 CHF | 154,427 CHF | 99.73% | 99.73% |
08/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 154,075 CHF | 154,795 CHF | 99.99% | 99.99% |
05/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 72,000 | 72,000 | 70,596 | 70,596 | 157,474 CHF | 158,180 CHF | 99.80% | 99.80% |
04/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 72,000 | 72,000 | 71,319 | 71,319 | 158,831 CHF | 159,544 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 72,000 | 72,000 | 70,497 | 70,497 | 158,895 CHF | 159,600 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 70,000 | 70,000 | 70,565 | 70,565 | 158,347 CHF | 159,052 CHF | 99.99% | 99.99% |