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 | 0.49% | 2.17 CHF | 2.21 CHF | 12,000 | 12,000 | 75,980 | 75,980 | 170,601 CHF | 171,371 CHF | 98.86% | 98.86% |
12/07/2024 | 0.50% | 2.20 CHF | 2.24 CHF | 12,000 | 12,000 | 75,931 | 75,931 | 165,170 CHF | 165,941 CHF | 98.98% | 98.98% |
11/07/2024 | 0.50% | 2.10 CHF | 2.14 CHF | 12,000 | 12,000 | 76,161 | 76,161 | 166,742 CHF | 167,516 CHF | 98.93% | 98.93% |
10/07/2024 | 0.51% | 2.20 CHF | 2.24 CHF | 12,000 | 12,000 | 77,711 | 77,711 | 165,046 CHF | 165,835 CHF | 98.93% | 98.93% |
09/07/2024 | 0.50% | 2.14 CHF | 2.18 CHF | 12,000 | 12,000 | 76,990 | 76,990 | 167,105 CHF | 167,887 CHF | 98.72% | 98.72% |
08/07/2024 | 0.47% | 2.24 CHF | 2.28 CHF | 12,000 | 12,000 | 76,853 | 76,853 | 170,828 CHF | 171,602 CHF | 96.81% | 96.81% |
05/07/2024 | 0.50% | 2.21 CHF | 2.25 CHF | 12,000 | 12,000 | 76,068 | 76,068 | 166,804 CHF | 167,576 CHF | 98.94% | 98.94% |
04/07/2024 | 0.51% | 2.18 CHF | 2.22 CHF | 12,000 | 12,000 | 77,251 | 77,251 | 166,465 CHF | 167,248 CHF | 98.53% | 98.53% |
03/07/2024 | 0.49% | 2.08 CHF | 2.12 CHF | 12,000 | 12,000 | 76,357 | 76,357 | 168,876 CHF | 169,648 CHF | 98.35% | 98.35% |
02/07/2024 | 0.47% | 2.31 CHF | 2.35 CHF | 12,000 | 12,000 | 74,916 | 74,916 | 174,930 CHF | 175,690 CHF | 98.73% | 98.73% |