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 | 0.36% | 2.70 CHF | 2.71 CHF | 28,100 | 28,100 | 28,100 | 28,100 | 77,544 CHF | 77,825 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 28,700 | 28,700 | 28,700 | 28,700 | 78,782 CHF | 79,069 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 79,913 CHF | 80,213 CHF | 99.83% | 99.83% |
10/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 30,400 | 30,400 | 30,407 | 30,407 | 78,398 CHF | 78,702 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 30,600 | 30,600 | 30,040 | 30,040 | 77,215 CHF | 77,516 CHF | 99.73% | 99.73% |
08/07/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 29,200 | 29,200 | 29,191 | 29,191 | 78,956 CHF | 79,248 CHF | 99.99% | 99.99% |
05/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 28,800 | 28,800 | 28,513 | 28,513 | 77,780 CHF | 78,066 CHF | 99.81% | 99.81% |
04/07/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 29,300 | 29,300 | 29,644 | 29,644 | 80,739 CHF | 81,035 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 30,300 | 30,300 | 30,300 | 30,300 | 79,041 CHF | 79,344 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 30,500 | 30,500 | 31,057 | 31,057 | 77,782 CHF | 78,092 CHF | 100.00% | 100.00% |