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 | 165,217 CHF | 166,659 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 2.32 CHF | 2.34 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 164,247 CHF | 165,688 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 2.27 CHF | 2.29 CHF | 72,000 | 72,000 | 72,851 | 72,851 | 161,376 CHF | 162,834 CHF | 100.00% | 100.00% |
10/07/2024 | 0.94% | 2.14 CHF | 2.16 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 157,222 CHF | 158,702 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 2.09 CHF | 2.11 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 158,447 CHF | 159,930 CHF | 99.77% | 99.77% |
08/07/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 158,264 CHF | 159,744 CHF | 99.31% | 99.31% |
05/07/2024 | 0.91% | 2.14 CHF | 2.16 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 160,091 CHF | 161,561 CHF | 99.99% | 99.99% |
04/07/2024 | 0.92% | 2.17 CHF | 2.19 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 159,620 CHF | 161,100 CHF | 99.65% | 99.65% |
03/07/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 158,104 CHF | 159,589 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 2.06 CHF | 2.08 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 154,080 CHF | 155,588 CHF | 100.00% | 100.00% |