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 | 0.65% | 2.65 CHF | 2.66 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 110,784 CHF | 111,404 CHF | 100.00% | 100.00% |
12/07/2024 | 0.66% | 2.78 CHF | 2.79 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 113,203 CHF | 113,808 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 41,766 | 41,766 | 110,486 CHF | 111,122 CHF | 99.98% | 99.98% |
10/07/2024 | 0.72% | 2.48 CHF | 2.49 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 107,052 CHF | 107,705 CHF | 99.89% | 99.89% |
09/07/2024 | 0.72% | 2.47 CHF | 2.48 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 107,795 CHF | 108,447 CHF | 99.77% | 99.77% |
08/07/2024 | 0.69% | 2.50 CHF | 2.51 CHF | 96,000 | 96,000 | 42,554 | 42,554 | 109,597 CHF | 110,241 CHF | 99.29% | 99.29% |
05/07/2024 | 0.71% | 2.51 CHF | 2.52 CHF | 96,000 | 96,000 | 42,861 | 42,861 | 107,931 CHF | 108,580 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 39,000 | 39,000 | 31,054 | 31,054 | 77,862 CHF | 78,483 CHF | 99.63% | 99.63% |
03/07/2024 | 0.69% | 2.47 CHF | 2.48 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 109,095 CHF | 109,735 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 2.45 CHF | 2.46 CHF | 96,000 | 96,000 | 42,771 | 42,771 | 106,519 CHF | 107,168 CHF | 99.98% | 99.98% |