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% | 2.22 CHF | 2.23 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 93,242 CHF | 93,861 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 2.35 CHF | 2.36 CHF | 90,000 | 90,000 | 39,486 | 39,486 | 96,382 CHF | 96,986 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 2.27 CHF | 2.28 CHF | 92,000 | 92,000 | 41,764 | 41,764 | 92,672 CHF | 93,308 CHF | 99.97% | 99.97% |
10/07/2024 | 0.87% | 2.05 CHF | 2.06 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 88,642 CHF | 89,295 CHF | 99.90% | 99.90% |
09/07/2024 | 0.86% | 2.04 CHF | 2.05 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 89,407 CHF | 90,060 CHF | 99.77% | 99.77% |
08/07/2024 | 0.83% | 2.08 CHF | 2.09 CHF | 96,000 | 96,000 | 42,551 | 42,551 | 91,457 CHF | 92,101 CHF | 99.30% | 99.30% |
05/07/2024 | 0.85% | 2.08 CHF | 2.09 CHF | 96,000 | 96,000 | 42,861 | 42,861 | 89,595 CHF | 90,243 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 2.07 CHF | 2.09 CHF | 39,000 | 39,000 | 31,058 | 31,058 | 64,581 CHF | 65,202 CHF | 99.57% | 99.57% |
03/07/2024 | 0.83% | 2.04 CHF | 2.05 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 90,951 CHF | 91,591 CHF | 100.00% | 100.00% |
02/07/2024 | 0.87% | 2.02 CHF | 2.03 CHF | 96,000 | 96,000 | 42,771 | 42,771 | 88,152 CHF | 88,801 CHF | 99.98% | 99.98% |