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 | 0.44% | 2.28 CHF | 2.29 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 183,652 CHF | 184,462 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 185,401 CHF | 186,206 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 82,000 | 82,000 | 81,610 | 81,610 | 181,607 CHF | 182,424 CHF | 100.00% | 100.00% |
10/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 182,782 CHF | 183,593 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 184,647 CHF | 185,458 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 192,578 CHF | 193,368 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 194,311 CHF | 195,093 CHF | 99.80% | 99.80% |
04/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 194,666 CHF | 195,452 CHF | 99.49% | 99.49% |
03/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 190,812 CHF | 191,604 CHF | 99.37% | 99.37% |
02/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 187,821 CHF | 188,624 CHF | 100.00% | 100.00% |