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 | 0.34% | 2.83 CHF | 2.84 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 180,265 CHF | 180,877 CHF | 99.95% | 99.95% |
12/07/2024 | 0.36% | 2.94 CHF | 2.95 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 171,729 CHF | 172,352 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 2.80 CHF | 2.81 CHF | 62,000 | 62,000 | 61,090 | 61,090 | 180,098 CHF | 180,709 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 172,152 CHF | 172,779 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 2.73 CHF | 2.74 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 175,036 CHF | 175,657 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 62,000 | 62,000 | 61,798 | 61,798 | 178,632 CHF | 179,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 176,187 CHF | 176,807 CHF | 99.81% | 99.81% |
04/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 172,689 CHF | 173,312 CHF | 99.49% | 99.49% |
03/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 63,000 | 63,000 | 62,629 | 62,629 | 172,168 CHF | 172,794 CHF | 99.18% | 99.18% |
02/07/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 158,472 CHF | 159,120 CHF | 99.99% | 99.99% |