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 | 0.45% | 2.25 CHF | 2.26 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 108,315 CHF | 108,806 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 49,000 | 49,000 | 49,027 | 49,027 | 108,295 CHF | 108,785 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 49,757 | 49,757 | 108,247 CHF | 108,745 CHF | 99.99% | 99.99% |
10/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,066 | 50,066 | 106,284 CHF | 106,784 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 105,140 CHF | 105,644 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 112,256 CHF | 112,744 CHF | 99.99% | 99.99% |
05/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 48,000 | 48,000 | 48,216 | 48,216 | 112,560 CHF | 113,043 CHF | 99.99% | 99.99% |
04/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 114,088 CHF | 114,568 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 110,306 CHF | 110,796 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 105,124 CHF | 105,633 CHF | 100.00% | 100.00% |