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 | 0.47% | 2.15 CHF | 2.16 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 103,138 CHF | 103,629 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 49,000 | 49,000 | 49,026 | 49,026 | 103,087 CHF | 103,577 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 49,757 | 49,757 | 102,979 CHF | 103,477 CHF | 99.99% | 99.99% |
10/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,066 | 50,066 | 101,022 CHF | 101,523 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 99,856 CHF | 100,360 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.13 CHF | 2.14 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 107,098 CHF | 107,585 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 48,000 | 48,000 | 48,216 | 48,216 | 107,499 CHF | 107,981 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 109,075 CHF | 109,555 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 105,116 CHF | 105,607 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 99,751 CHF | 100,260 CHF | 100.00% | 100.00% |