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 | 0.42% | 2.35 CHF | 2.36 CHF | 47,000 | 47,000 | 45,960 | 45,960 | 109,582 CHF | 110,043 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 47,000 | 47,000 | 45,847 | 45,847 | 109,737 CHF | 110,195 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 46,000 | 46,000 | 46,268 | 46,268 | 109,389 CHF | 109,852 CHF | 99.56% | 99.56% |
10/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 47,000 | 47,000 | 46,769 | 46,769 | 106,016 CHF | 106,484 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 47,000 | 47,000 | 46,508 | 46,508 | 107,795 CHF | 108,261 CHF | 99.55% | 99.55% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 48,000 | 48,000 | 47,420 | 47,420 | 106,185 CHF | 106,660 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 48,000 | 48,000 | 47,542 | 47,542 | 106,405 CHF | 106,881 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 48,000 | 48,000 | 47,567 | 47,567 | 105,191 CHF | 105,667 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 48,000 | 48,000 | 47,702 | 47,702 | 104,476 CHF | 104,954 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 49,000 | 49,000 | 49,343 | 49,343 | 99,651 CHF | 100,145 CHF | 100.00% | 100.00% |