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 | 0.63% | 2.77 CHF | 2.78 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 115,754 CHF | 116,373 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 2.90 CHF | 2.91 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 118,145 CHF | 118,750 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 2.82 CHF | 2.83 CHF | 92,000 | 92,000 | 41,770 | 41,770 | 115,523 CHF | 116,159 CHF | 99.98% | 99.98% |
10/07/2024 | 0.69% | 2.60 CHF | 2.61 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 112,077 CHF | 112,730 CHF | 99.89% | 99.89% |
09/07/2024 | 0.68% | 2.59 CHF | 2.60 CHF | 96,000 | 96,000 | 43,011 | 43,011 | 112,862 CHF | 113,514 CHF | 99.72% | 99.72% |
08/07/2024 | 0.66% | 2.62 CHF | 2.63 CHF | 96,000 | 96,000 | 42,548 | 42,548 | 114,617 CHF | 115,260 CHF | 99.32% | 99.32% |
05/07/2024 | 0.68% | 2.62 CHF | 2.63 CHF | 96,000 | 96,000 | 42,861 | 42,861 | 112,921 CHF | 113,570 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 2.62 CHF | 2.64 CHF | 39,000 | 39,000 | 31,052 | 31,052 | 81,461 CHF | 82,082 CHF | 99.66% | 99.66% |
03/07/2024 | 0.66% | 2.59 CHF | 2.60 CHF | 96,000 | 96,000 | 42,285 | 42,285 | 114,110 CHF | 114,751 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 2.57 CHF | 2.58 CHF | 96,000 | 96,000 | 42,775 | 42,775 | 111,521 CHF | 112,170 CHF | 99.99% | 99.99% |