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 | 0.72% | 2.39 CHF | 2.40 CHF | 94,000 | 94,000 | 41,195 | 41,195 | 100,122 CHF | 100,742 CHF | 99.99% | 99.99% |
12/07/2024 | 0.72% | 2.52 CHF | 2.53 CHF | 90,000 | 90,000 | 39,488 | 39,488 | 103,013 CHF | 103,618 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 2.44 CHF | 2.45 CHF | 92,000 | 92,000 | 41,761 | 41,761 | 99,690 CHF | 100,325 CHF | 99.97% | 99.97% |
10/07/2024 | 0.80% | 2.22 CHF | 2.23 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 95,895 CHF | 96,548 CHF | 99.89% | 99.89% |
09/07/2024 | 0.80% | 2.21 CHF | 2.22 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 96,651 CHF | 97,304 CHF | 99.77% | 99.77% |
08/07/2024 | 0.77% | 2.24 CHF | 2.25 CHF | 96,000 | 96,000 | 42,556 | 42,556 | 98,611 CHF | 99,255 CHF | 99.28% | 99.28% |
05/07/2024 | 0.79% | 2.25 CHF | 2.26 CHF | 96,000 | 96,000 | 42,862 | 42,862 | 96,821 CHF | 97,470 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 2.24 CHF | 2.26 CHF | 39,000 | 39,000 | 31,058 | 31,058 | 69,810 CHF | 70,431 CHF | 99.57% | 99.57% |
03/07/2024 | 0.77% | 2.21 CHF | 2.22 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 98,101 CHF | 98,741 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 2.19 CHF | 2.20 CHF | 96,000 | 96,000 | 42,771 | 42,771 | 95,380 CHF | 96,029 CHF | 99.98% | 99.98% |