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 | 0.54% | 1.85 CHF | 1.86 CHF | 40,900 | 40,900 | 39,468 | 39,468 | 73,541 CHF | 73,936 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40,300 | 40,300 | 39,262 | 39,262 | 75,560 CHF | 75,953 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 40,900 | 40,900 | 39,847 | 39,847 | 77,045 CHF | 77,444 CHF | 100.00% | 100.00% |
10/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 41,900 | 41,900 | 40,864 | 40,864 | 74,759 CHF | 75,167 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 42,100 | 42,100 | 40,943 | 40,943 | 76,955 CHF | 77,364 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 40,800 | 40,800 | 39,737 | 39,737 | 73,063 CHF | 73,461 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 38,400 | 38,400 | 36,856 | 36,856 | 72,444 CHF | 72,812 CHF | 99.81% | 99.81% |
04/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 38,300 | 38,300 | 37,297 | 37,297 | 77,423 CHF | 77,796 CHF | 99.49% | 99.49% |
03/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 41,700 | 41,700 | 40,756 | 40,756 | 80,965 CHF | 81,373 CHF | 99.36% | 99.36% |
02/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 41,800 | 41,800 | 40,592 | 40,592 | 73,488 CHF | 73,894 CHF | 99.99% | 99.99% |