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 | 0.52% | 1.89 CHF | 1.90 CHF | 40,500 | 40,500 | 39,445 | 39,445 | 75,966 CHF | 76,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 43,000 | 43,000 | 41,881 | 41,881 | 85,049 CHF | 85,467 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 1.89 CHF | 1.90 CHF | 41,100 | 41,100 | 40,030 | 40,030 | 79,971 CHF | 80,371 CHF | 99.99% | 99.99% |
10/07/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 41,000 | 41,000 | 39,932 | 39,932 | 77,291 CHF | 77,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 41,400 | 41,400 | 40,321 | 40,321 | 82,519 CHF | 82,922 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 37,700 | 37,700 | 36,718 | 36,718 | 75,392 CHF | 75,759 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 35,500 | 35,500 | 34,573 | 34,573 | 76,340 CHF | 76,686 CHF | 99.81% | 99.81% |
04/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 36,300 | 36,300 | 35,349 | 35,349 | 82,808 CHF | 83,161 CHF | 99.49% | 99.49% |
03/07/2024 | 0.46% | 2.33 CHF | 2.34 CHF | 40,900 | 40,900 | 39,827 | 39,827 | 87,463 CHF | 87,862 CHF | 99.35% | 99.35% |
02/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 39,500 | 39,500 | 39,045 | 39,045 | 76,755 CHF | 77,145 CHF | 100.00% | 100.00% |