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 | 0.41% | 2.44 CHF | 2.45 CHF | 72,000 | 72,000 | 72,085 | 72,085 | 175,885 CHF | 176,605 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 184,933 CHF | 185,633 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 70,000 | 70,000 | 70,359 | 70,359 | 183,087 CHF | 183,791 CHF | 99.83% | 99.83% |
10/07/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 176,794 CHF | 177,514 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 72,000 | 72,000 | 71,913 | 71,913 | 179,115 CHF | 179,835 CHF | 99.74% | 99.74% |
08/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 179,458 CHF | 180,178 CHF | 99.99% | 99.99% |
05/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 72,000 | 72,000 | 70,596 | 70,596 | 182,362 CHF | 183,068 CHF | 99.81% | 99.81% |
04/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 72,000 | 72,000 | 71,319 | 71,319 | 184,046 CHF | 184,760 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 72,000 | 72,000 | 70,496 | 70,496 | 183,763 CHF | 184,468 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 70,000 | 70,000 | 70,565 | 70,565 | 183,228 CHF | 183,933 CHF | 100.00% | 100.00% |