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% | 2.05 CHF | 2.06 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 99,211 CHF | 99,691 CHF | 99.99% | 99.99% |
12/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 98,935 CHF | 99,415 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 48,000 | 48,000 | 47,973 | 47,973 | 99,003 CHF | 99,483 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 48,000 | 48,000 | 48,163 | 48,163 | 97,556 CHF | 98,038 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 48,000 | 48,000 | 48,401 | 48,401 | 97,540 CHF | 98,024 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 48,000 | 48,000 | 48,171 | 48,171 | 97,893 CHF | 98,374 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 48,000 | 48,000 | 48,276 | 48,276 | 97,267 CHF | 97,750 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 97,413 CHF | 97,893 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 48,000 | 48,000 | 49,534 | 49,534 | 98,843 CHF | 99,338 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 101,304 CHF | 101,824 CHF | 99.99% | 99.99% |