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 | 0.63% | 2.45 CHF | 2.46 CHF | 64,900 | 64,900 | 27,593 | 27,593 | 67,215 CHF | 67,578 CHF | 99.38% | 99.38% |
12/07/2024 | 0.57% | 2.46 CHF | 2.47 CHF | 56,900 | 56,900 | 24,508 | 24,508 | 64,774 CHF | 65,098 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 2.62 CHF | 2.63 CHF | 71,800 | 71,800 | 29,585 | 29,585 | 72,343 CHF | 72,732 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 2.49 CHF | 2.50 CHF | 56,900 | 56,900 | 24,161 | 24,161 | 62,780 CHF | 63,098 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 2.66 CHF | 2.67 CHF | 56,000 | 56,000 | 23,948 | 23,948 | 63,285 CHF | 63,601 CHF | 99.95% | 99.95% |
08/07/2024 | 0.57% | 2.70 CHF | 2.71 CHF | 59,000 | 59,000 | 24,969 | 24,969 | 67,754 CHF | 68,083 CHF | 99.86% | 99.86% |
05/07/2024 | 0.63% | 2.78 CHF | 2.79 CHF | 70,700 | 70,700 | 29,135 | 29,135 | 74,725 CHF | 75,107 CHF | 99.66% | 99.66% |
04/07/2024 | 0.64% | 2.36 CHF | 2.37 CHF | 20,400 | 20,400 | 18,575 | 18,575 | 44,505 CHF | 44,782 CHF | 98.99% | 98.99% |
03/07/2024 | 0.57% | 2.56 CHF | 2.57 CHF | 57,500 | 57,500 | 24,873 | 24,873 | 67,163 CHF | 67,490 CHF | 99.90% | 99.90% |
02/07/2024 | 0.53% | 2.86 CHF | 2.87 CHF | 57,500 | 57,500 | 24,254 | 24,254 | 71,106 CHF | 71,425 CHF | 98.81% | 98.81% |