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 | 0.91% | 2.15 CHF | 2.17 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 209,806 CHF | 211,731 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 2.17 CHF | 2.19 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 210,652 CHF | 212,576 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 2.21 CHF | 2.23 CHF | 96,000 | 96,000 | 96,666 | 96,666 | 208,744 CHF | 210,679 CHF | 99.98% | 99.98% |
10/07/2024 | 0.97% | 2.10 CHF | 2.12 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 203,329 CHF | 205,303 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 2.05 CHF | 2.07 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 206,207 CHF | 208,160 CHF | 99.73% | 99.73% |
08/07/2024 | 0.98% | 2.02 CHF | 2.04 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 201,382 CHF | 203,363 CHF | 99.32% | 99.32% |
05/07/2024 | 0.98% | 2.03 CHF | 2.05 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 201,468 CHF | 203,452 CHF | 99.99% | 99.99% |
04/07/2024 | 0.99% | 2.02 CHF | 2.04 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 200,008 CHF | 202,002 CHF | 99.66% | 99.66% |
03/07/2024 | 1.00% | 1.98 CHF | 2.00 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 198,613 CHF | 200,616 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 1.85 CHF | 1.87 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 187,691 CHF | 189,765 CHF | 100.00% | 100.00% |