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 | 0.55% | 1.85 CHF | 1.86 CHF | 180,300 | 180,300 | 80,616 | 80,616 | 148,744 CHF | 149,553 CHF | 99.97% | 99.97% |
12/07/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 178,100 | 178,100 | 79,767 | 79,767 | 147,772 CHF | 148,571 CHF | 99.99% | 99.99% |
11/07/2024 | 0.49% | 1.90 CHF | 1.91 CHF | 160,700 | 160,700 | 70,270 | 70,270 | 144,552 CHF | 145,259 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 158,200 | 158,200 | 70,521 | 70,521 | 148,307 CHF | 149,014 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 158,300 | 158,300 | 70,865 | 70,865 | 150,081 CHF | 150,791 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 155,700 | 155,700 | 69,691 | 69,691 | 147,999 CHF | 148,697 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 163,000 | 163,000 | 72,671 | 72,671 | 151,416 CHF | 152,144 CHF | 99.81% | 99.81% |
04/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 65,200 | 65,200 | 52,265 | 52,265 | 107,258 CHF | 107,781 CHF | 98.30% | 98.30% |
03/07/2024 | 0.47% | 2.02 CHF | 2.03 CHF | 155,000 | 155,000 | 68,910 | 68,910 | 145,776 CHF | 146,466 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 163,500 | 163,500 | 72,945 | 72,945 | 146,153 CHF | 146,884 CHF | 99.98% | 99.98% |