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 | 0.40% | 2.47 CHF | 2.48 CHF | 80,800 | 80,800 | 80,468 | 80,468 | 198,547 CHF | 199,352 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 83,900 | 83,900 | 83,554 | 83,554 | 197,352 CHF | 198,187 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 85,900 | 85,900 | 85,546 | 85,546 | 197,670 CHF | 198,526 CHF | 99.98% | 99.98% |
10/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 88,500 | 88,500 | 88,136 | 88,136 | 200,112 CHF | 200,993 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.18 CHF | 2.19 CHF | 88,000 | 88,000 | 83,490 | 83,490 | 192,250 CHF | 193,085 CHF | 99.73% | 99.73% |
08/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 84,600 | 84,600 | 84,248 | 84,248 | 195,762 CHF | 196,605 CHF | 99.27% | 99.27% |
05/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 200,534 CHF | 201,390 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 87,600 | 87,600 | 87,237 | 87,237 | 195,047 CHF | 195,919 CHF | 99.61% | 99.61% |
03/07/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 94,700 | 94,700 | 97,771 | 97,771 | 209,689 CHF | 210,667 CHF | 99.99% | 99.99% |
02/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 99,900 | 99,900 | 99,487 | 99,487 | 195,237 CHF | 196,232 CHF | 99.99% | 99.99% |