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 | 0.52% | 2.05 CHF | 2.09 CHF | 12,000 | 12,000 | 75,980 | 75,980 | 160,856 CHF | 161,627 CHF | 98.85% | 98.85% |
12/07/2024 | 0.53% | 2.07 CHF | 2.11 CHF | 12,000 | 12,000 | 75,931 | 75,931 | 155,419 CHF | 156,190 CHF | 98.98% | 98.98% |
11/07/2024 | 0.53% | 1.97 CHF | 2.01 CHF | 12,000 | 12,000 | 76,162 | 76,162 | 156,982 CHF | 157,755 CHF | 98.93% | 98.93% |
10/07/2024 | 0.54% | 2.07 CHF | 2.11 CHF | 12,000 | 12,000 | 77,711 | 77,711 | 155,132 CHF | 155,920 CHF | 98.93% | 98.93% |
09/07/2024 | 0.54% | 2.02 CHF | 2.06 CHF | 12,000 | 12,000 | 76,990 | 76,990 | 157,292 CHF | 158,074 CHF | 98.72% | 98.72% |
08/07/2024 | 0.50% | 2.11 CHF | 2.15 CHF | 12,000 | 12,000 | 76,852 | 76,852 | 161,061 CHF | 161,836 CHF | 96.80% | 96.80% |
05/07/2024 | 0.53% | 2.08 CHF | 2.12 CHF | 12,000 | 12,000 | 76,069 | 76,069 | 157,083 CHF | 157,855 CHF | 98.94% | 98.94% |
04/07/2024 | 0.54% | 2.05 CHF | 2.09 CHF | 12,000 | 12,000 | 77,251 | 77,251 | 156,577 CHF | 157,361 CHF | 98.53% | 98.53% |
03/07/2024 | 0.52% | 1.96 CHF | 2.00 CHF | 12,000 | 12,000 | 76,355 | 76,355 | 159,106 CHF | 159,879 CHF | 98.35% | 98.35% |
02/07/2024 | 0.49% | 2.18 CHF | 2.22 CHF | 12,000 | 12,000 | 74,923 | 74,923 | 165,413 CHF | 166,173 CHF | 98.72% | 98.72% |