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 | 0.60% | 2.87 CHF | 2.88 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 119,861 CHF | 120,481 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 3.00 CHF | 3.01 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 122,086 CHF | 122,691 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 2.92 CHF | 2.93 CHF | 92,000 | 92,000 | 41,771 | 41,771 | 119,696 CHF | 120,332 CHF | 99.99% | 99.99% |
10/07/2024 | 0.66% | 2.70 CHF | 2.71 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 116,375 CHF | 117,028 CHF | 99.89% | 99.89% |
09/07/2024 | 0.66% | 2.69 CHF | 2.70 CHF | 96,000 | 96,000 | 43,011 | 43,011 | 117,168 CHF | 117,820 CHF | 99.72% | 99.72% |
08/07/2024 | 0.64% | 2.72 CHF | 2.73 CHF | 96,000 | 96,000 | 42,555 | 42,555 | 118,867 CHF | 119,511 CHF | 99.29% | 99.29% |
05/07/2024 | 0.65% | 2.72 CHF | 2.73 CHF | 96,000 | 96,000 | 42,859 | 42,859 | 117,213 CHF | 117,862 CHF | 100.00% | 100.00% |
04/07/2024 | 0.73% | 2.72 CHF | 2.74 CHF | 39,000 | 39,000 | 31,055 | 31,055 | 84,574 CHF | 85,195 CHF | 99.61% | 99.61% |
03/07/2024 | 0.64% | 2.69 CHF | 2.70 CHF | 96,000 | 96,000 | 42,285 | 42,285 | 118,360 CHF | 119,001 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 2.67 CHF | 2.68 CHF | 96,000 | 96,000 | 42,775 | 42,775 | 115,813 CHF | 116,462 CHF | 99.99% | 99.99% |