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 | 0.69% | 2.49 CHF | 2.50 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 104,201 CHF | 104,821 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 2.62 CHF | 2.63 CHF | 90,000 | 90,000 | 39,488 | 39,488 | 107,086 CHF | 107,691 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 2.54 CHF | 2.55 CHF | 92,000 | 92,000 | 41,765 | 41,765 | 103,797 CHF | 104,432 CHF | 99.98% | 99.98% |
10/07/2024 | 0.77% | 2.32 CHF | 2.33 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 99,967 CHF | 100,620 CHF | 99.89% | 99.89% |
09/07/2024 | 0.77% | 2.31 CHF | 2.32 CHF | 96,000 | 96,000 | 43,010 | 43,010 | 100,785 CHF | 101,437 CHF | 99.72% | 99.72% |
08/07/2024 | 0.74% | 2.34 CHF | 2.35 CHF | 96,000 | 96,000 | 42,556 | 42,556 | 102,705 CHF | 103,349 CHF | 99.28% | 99.28% |
05/07/2024 | 0.76% | 2.34 CHF | 2.35 CHF | 96,000 | 96,000 | 42,862 | 42,862 | 100,892 CHF | 101,541 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 2.34 CHF | 2.36 CHF | 39,000 | 39,000 | 31,056 | 31,056 | 72,750 CHF | 73,371 CHF | 99.61% | 99.61% |
03/07/2024 | 0.74% | 2.31 CHF | 2.32 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 102,201 CHF | 102,841 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 2.28 CHF | 2.29 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 99,460 CHF | 100,109 CHF | 100.00% | 100.00% |