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 | 0.77% | 2.21 CHF | 2.22 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 92,986 CHF | 93,606 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 2.35 CHF | 2.36 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 96,290 CHF | 96,894 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.27 CHF | 2.28 CHF | 92,000 | 92,000 | 41,769 | 41,769 | 92,374 CHF | 93,010 CHF | 99.98% | 99.98% |
10/07/2024 | 0.87% | 2.04 CHF | 2.05 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 88,164 CHF | 88,817 CHF | 99.89% | 99.89% |
09/07/2024 | 0.87% | 2.03 CHF | 2.04 CHF | 96,000 | 96,000 | 43,015 | 43,015 | 88,994 CHF | 89,646 CHF | 99.73% | 99.73% |
08/07/2024 | 0.83% | 2.07 CHF | 2.08 CHF | 96,000 | 96,000 | 42,548 | 42,548 | 91,069 CHF | 91,713 CHF | 99.32% | 99.32% |
05/07/2024 | 0.86% | 2.07 CHF | 2.08 CHF | 96,000 | 96,000 | 42,861 | 42,861 | 89,160 CHF | 89,808 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 2.06 CHF | 2.08 CHF | 39,000 | 39,000 | 31,054 | 31,054 | 64,254 CHF | 64,875 CHF | 99.63% | 99.63% |
03/07/2024 | 0.83% | 2.03 CHF | 2.04 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 90,547 CHF | 91,188 CHF | 100.00% | 100.00% |
02/07/2024 | 0.87% | 2.01 CHF | 2.02 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 87,671 CHF | 88,320 CHF | 100.00% | 100.00% |