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 | 0.67% | 2.56 CHF | 2.57 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 107,313 CHF | 107,932 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 2.70 CHF | 2.71 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 109,857 CHF | 110,461 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 2.61 CHF | 2.62 CHF | 92,000 | 92,000 | 41,757 | 41,757 | 106,902 CHF | 107,538 CHF | 99.97% | 99.97% |
10/07/2024 | 0.75% | 2.40 CHF | 2.41 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 103,391 CHF | 104,044 CHF | 99.89% | 99.89% |
09/07/2024 | 0.74% | 2.39 CHF | 2.40 CHF | 96,000 | 96,000 | 43,004 | 43,004 | 104,162 CHF | 104,814 CHF | 99.75% | 99.75% |
08/07/2024 | 0.71% | 2.42 CHF | 2.43 CHF | 96,000 | 96,000 | 42,554 | 42,554 | 105,989 CHF | 106,633 CHF | 99.29% | 99.29% |
05/07/2024 | 0.73% | 2.42 CHF | 2.43 CHF | 96,000 | 96,000 | 42,854 | 42,854 | 104,248 CHF | 104,896 CHF | 99.99% | 99.99% |
04/07/2024 | 0.82% | 2.42 CHF | 2.44 CHF | 39,000 | 39,000 | 31,054 | 31,054 | 75,200 CHF | 75,822 CHF | 99.63% | 99.63% |
03/07/2024 | 0.71% | 2.39 CHF | 2.40 CHF | 96,000 | 96,000 | 42,285 | 42,285 | 105,459 CHF | 106,099 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 2.37 CHF | 2.38 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 102,882 CHF | 103,531 CHF | 100.00% | 100.00% |