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 | 0.46% | 2.15 CHF | 2.16 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 175,869 CHF | 176,685 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 177,880 CHF | 178,696 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 82,000 | 82,000 | 82,033 | 82,033 | 180,505 CHF | 181,326 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 175,988 CHF | 176,805 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 198,303 CHF | 199,159 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 196,784 CHF | 197,639 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 201,383 CHF | 202,241 CHF | 99.82% | 99.82% |
04/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 218,224 CHF | 219,114 CHF | 99.50% | 99.50% |
03/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 216,206 CHF | 217,090 CHF | 99.36% | 99.36% |
02/07/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 232,929 CHF | 233,845 CHF | 99.43% | 99.43% |