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 | 0.80% | 2.46 CHF | 2.48 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 239,854 CHF | 241,779 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 2.49 CHF | 2.51 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 240,631 CHF | 242,555 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 2.52 CHF | 2.54 CHF | 96,000 | 96,000 | 96,668 | 96,668 | 238,902 CHF | 240,836 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 2.41 CHF | 2.43 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 234,075 CHF | 236,048 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 2.36 CHF | 2.38 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 236,657 CHF | 238,610 CHF | 99.73% | 99.73% |
08/07/2024 | 0.85% | 2.33 CHF | 2.35 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 232,272 CHF | 234,253 CHF | 99.31% | 99.31% |
05/07/2024 | 0.85% | 2.34 CHF | 2.36 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 232,370 CHF | 234,354 CHF | 99.99% | 99.99% |
04/07/2024 | 0.86% | 2.33 CHF | 2.35 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 231,068 CHF | 233,062 CHF | 99.65% | 99.65% |
03/07/2024 | 0.87% | 2.29 CHF | 2.31 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 229,830 CHF | 231,833 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 2.16 CHF | 2.18 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 219,983 CHF | 222,057 CHF | 99.98% | 99.98% |