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 | 0.87% | 2.25 CHF | 2.27 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 165,392 CHF | 166,835 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 2.32 CHF | 2.34 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 164,413 CHF | 165,854 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 2.28 CHF | 2.30 CHF | 72,000 | 72,000 | 72,848 | 72,848 | 161,491 CHF | 162,948 CHF | 99.98% | 99.98% |
10/07/2024 | 0.94% | 2.14 CHF | 2.16 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 157,356 CHF | 158,836 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 2.09 CHF | 2.11 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 158,600 CHF | 160,083 CHF | 99.72% | 99.72% |
08/07/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 158,397 CHF | 159,877 CHF | 99.28% | 99.28% |
05/07/2024 | 0.91% | 2.14 CHF | 2.16 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 160,258 CHF | 161,728 CHF | 100.00% | 100.00% |
04/07/2024 | 0.92% | 2.17 CHF | 2.19 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 159,707 CHF | 161,187 CHF | 99.61% | 99.61% |
03/07/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 158,226 CHF | 159,711 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 2.06 CHF | 2.08 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 154,192 CHF | 155,701 CHF | 99.99% | 99.99% |