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 | 0.49% | 2.05 CHF | 2.06 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 167,632 CHF | 168,449 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 169,670 CHF | 170,487 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 82,000 | 82,000 | 82,031 | 82,031 | 172,278 CHF | 173,099 CHF | 99.99% | 99.99% |
10/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 167,813 CHF | 168,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 189,732 CHF | 190,588 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 188,235 CHF | 189,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 86,000 | 86,000 | 85,792 | 85,792 | 192,721 CHF | 193,579 CHF | 99.82% | 99.82% |
04/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 209,276 CHF | 210,166 CHF | 99.50% | 99.50% |
03/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 207,313 CHF | 208,198 CHF | 99.36% | 99.36% |
02/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 90,000 | 90,000 | 91,666 | 91,666 | 223,728 CHF | 224,644 CHF | 99.43% | 99.43% |