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% | 2.74 CHF | 2.75 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 114,720 CHF | 115,339 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 2.88 CHF | 2.89 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 116,947 CHF | 117,551 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 2.79 CHF | 2.80 CHF | 92,000 | 92,000 | 41,763 | 41,763 | 114,430 CHF | 115,065 CHF | 99.97% | 99.97% |
10/07/2024 | 0.69% | 2.58 CHF | 2.59 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 111,151 CHF | 111,804 CHF | 99.89% | 99.89% |
09/07/2024 | 0.69% | 2.57 CHF | 2.58 CHF | 96,000 | 96,000 | 43,003 | 43,003 | 111,901 CHF | 112,553 CHF | 99.76% | 99.76% |
08/07/2024 | 0.67% | 2.60 CHF | 2.61 CHF | 96,000 | 96,000 | 42,554 | 42,554 | 113,637 CHF | 114,281 CHF | 99.28% | 99.28% |
05/07/2024 | 0.68% | 2.60 CHF | 2.61 CHF | 96,000 | 96,000 | 42,856 | 42,856 | 111,953 CHF | 112,602 CHF | 99.99% | 99.99% |
04/07/2024 | 0.77% | 2.60 CHF | 2.62 CHF | 39,000 | 39,000 | 31,056 | 31,056 | 80,802 CHF | 81,423 CHF | 99.61% | 99.61% |
03/07/2024 | 0.67% | 2.57 CHF | 2.58 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 113,090 CHF | 113,731 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 2.55 CHF | 2.56 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 110,612 CHF | 111,261 CHF | 100.00% | 100.00% |