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 | 0.43% | 2.35 CHF | 2.36 CHF | 49,000 | 49,000 | 49,090 | 49,090 | 113,149 CHF | 113,640 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 49,000 | 49,000 | 49,027 | 49,027 | 113,063 CHF | 113,554 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 49,756 | 49,756 | 113,080 CHF | 113,578 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,065 | 50,065 | 111,190 CHF | 111,691 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 51,000 | 51,000 | 50,372 | 50,372 | 110,028 CHF | 110,532 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 49,000 | 49,000 | 48,738 | 48,738 | 116,969 CHF | 117,457 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 48,000 | 48,000 | 48,216 | 48,216 | 117,277 CHF | 117,759 CHF | 99.99% | 99.99% |
04/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 118,764 CHF | 119,244 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 49,000 | 49,000 | 49,022 | 49,022 | 115,065 CHF | 115,555 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 51,000 | 51,000 | 50,910 | 50,910 | 110,043 CHF | 110,552 CHF | 100.00% | 100.00% |