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 | 0.75% | 2.30 CHF | 2.31 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 96,679 CHF | 97,299 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 2.44 CHF | 2.45 CHF | 90,000 | 90,000 | 39,489 | 39,489 | 99,648 CHF | 100,252 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 2.35 CHF | 2.36 CHF | 92,000 | 92,000 | 41,766 | 41,766 | 96,155 CHF | 96,791 CHF | 99.98% | 99.98% |
10/07/2024 | 0.84% | 2.14 CHF | 2.15 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 92,237 CHF | 92,890 CHF | 99.89% | 99.89% |
09/07/2024 | 0.83% | 2.13 CHF | 2.14 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 93,043 CHF | 93,695 CHF | 99.77% | 99.77% |
08/07/2024 | 0.80% | 2.16 CHF | 2.17 CHF | 96,000 | 96,000 | 42,551 | 42,551 | 94,989 CHF | 95,633 CHF | 99.31% | 99.31% |
05/07/2024 | 0.82% | 2.16 CHF | 2.17 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 93,169 CHF | 93,818 CHF | 100.00% | 100.00% |
04/07/2024 | 0.92% | 2.16 CHF | 2.18 CHF | 39,000 | 39,000 | 31,053 | 31,053 | 67,153 CHF | 67,774 CHF | 99.65% | 99.65% |
03/07/2024 | 0.79% | 2.13 CHF | 2.14 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 94,500 CHF | 95,140 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 2.11 CHF | 2.12 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 91,745 CHF | 92,394 CHF | 100.00% | 100.00% |