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 | 0.80% | 2.29 CHF | 2.30 CHF | 124,000 | 124,000 | 55,330 | 55,330 | 125,293 CHF | 126,130 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 54,574 | 54,574 | 121,801 CHF | 122,626 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 2.23 CHF | 2.24 CHF | 122,000 | 122,000 | 55,046 | 55,046 | 124,684 CHF | 125,519 CHF | 99.82% | 99.82% |
10/07/2024 | 0.78% | 2.32 CHF | 2.33 CHF | 124,000 | 124,000 | 55,242 | 55,242 | 126,946 CHF | 127,782 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 54,655 | 54,655 | 122,617 CHF | 123,447 CHF | 99.77% | 99.77% |
08/07/2024 | 1.08% | 2.25 CHF | 2.26 CHF | 122,000 | 122,000 | 53,735 | 53,735 | 116,690 CHF | 117,663 CHF | 100.00% | 100.00% |
05/07/2024 | 1.08% | 2.16 CHF | 2.17 CHF | 118,000 | 118,000 | 53,100 | 53,100 | 114,406 CHF | 115,374 CHF | 99.71% | 99.71% |
04/07/2024 | 1.17% | 2.15 CHF | 2.17 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 82,650 CHF | 83,576 CHF | 99.81% | 99.81% |
03/07/2024 | 1.09% | 2.18 CHF | 2.19 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 112,960 CHF | 113,908 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 2.14 CHF | 2.15 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 111,171 CHF | 112,114 CHF | 100.00% | 100.00% |