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 | 0.70% | 2.47 CHF | 2.48 CHF | 94,000 | 94,000 | 41,195 | 41,195 | 103,387 CHF | 104,007 CHF | 99.99% | 99.99% |
12/07/2024 | 0.70% | 2.60 CHF | 2.61 CHF | 90,000 | 90,000 | 39,488 | 39,488 | 106,023 CHF | 106,627 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 2.52 CHF | 2.53 CHF | 92,000 | 92,000 | 41,770 | 41,770 | 103,025 CHF | 103,661 CHF | 99.98% | 99.98% |
10/07/2024 | 0.78% | 2.30 CHF | 2.31 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 99,418 CHF | 100,071 CHF | 99.90% | 99.90% |
09/07/2024 | 0.77% | 2.29 CHF | 2.30 CHF | 96,000 | 96,000 | 43,008 | 43,008 | 100,150 CHF | 100,802 CHF | 99.77% | 99.77% |
08/07/2024 | 0.74% | 2.33 CHF | 2.34 CHF | 96,000 | 96,000 | 42,556 | 42,556 | 102,040 CHF | 102,684 CHF | 99.28% | 99.28% |
05/07/2024 | 0.76% | 2.33 CHF | 2.34 CHF | 96,000 | 96,000 | 42,862 | 42,862 | 100,305 CHF | 100,953 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 2.32 CHF | 2.34 CHF | 39,000 | 39,000 | 31,058 | 31,058 | 72,343 CHF | 72,964 CHF | 99.57% | 99.57% |
03/07/2024 | 0.74% | 2.29 CHF | 2.30 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 101,508 CHF | 102,149 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 2.27 CHF | 2.28 CHF | 96,000 | 96,000 | 42,775 | 42,775 | 98,884 CHF | 99,533 CHF | 99.99% | 99.99% |