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 | 0.51% | 1.94 CHF | 1.95 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 158,769 CHF | 159,585 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 160,867 CHF | 161,684 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 82,000 | 82,000 | 82,031 | 82,031 | 163,403 CHF | 164,224 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 159,017 CHF | 159,833 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 180,432 CHF | 181,288 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 178,920 CHF | 179,775 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 86,000 | 86,000 | 85,792 | 85,792 | 183,444 CHF | 184,302 CHF | 99.82% | 99.82% |
04/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 199,551 CHF | 200,441 CHF | 99.50% | 99.50% |
03/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 197,627 CHF | 198,511 CHF | 99.37% | 99.37% |
02/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 213,655 CHF | 214,572 CHF | 99.43% | 99.43% |