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 | 0.89% | 2.23 CHF | 2.25 CHF | 44,900 | 44,900 | 44,131 | 44,131 | 99,397 CHF | 100,280 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 2.24 CHF | 2.26 CHF | 44,900 | 44,900 | 44,728 | 44,728 | 99,385 CHF | 100,280 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 2.21 CHF | 2.23 CHF | 45,300 | 45,300 | 45,863 | 45,863 | 99,401 CHF | 100,319 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 2.14 CHF | 2.16 CHF | 46,800 | 46,800 | 47,178 | 47,178 | 99,436 CHF | 100,380 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 2.07 CHF | 2.09 CHF | 48,600 | 48,600 | 48,692 | 48,692 | 99,526 CHF | 100,500 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 1.99 CHF | 2.01 CHF | 50,400 | 50,400 | 50,244 | 50,244 | 99,469 CHF | 100,474 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 1.98 CHF | 2.00 CHF | 50,800 | 50,800 | 50,151 | 50,151 | 99,416 CHF | 100,420 CHF | 100.00% | 100.00% |
04/07/2024 | 1.02% | 1.97 CHF | 1.99 CHF | 50,900 | 50,900 | 50,515 | 50,515 | 99,446 CHF | 100,457 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 1.96 CHF | 1.98 CHF | 51,300 | 51,300 | 50,726 | 50,726 | 99,426 CHF | 100,442 CHF | 98.84% | 98.84% |
02/07/2024 | 1.03% | 1.96 CHF | 1.98 CHF | 51,300 | 51,300 | 50,770 | 50,770 | 99,563 CHF | 100,580 CHF | 100.00% | 100.00% |