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 | 0.44% | 2.20 CHF | 2.21 CHF | 26,820 | 26,820 | 26,243 | 26,243 | 60,350 CHF | 60,613 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 26,370 | 26,370 | 26,249 | 26,249 | 60,275 CHF | 60,537 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 26,560 | 26,560 | 26,423 | 26,423 | 58,748 CHF | 59,013 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 26,730 | 26,730 | 26,525 | 26,525 | 57,617 CHF | 57,883 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 26,770 | 26,770 | 26,421 | 26,421 | 58,282 CHF | 58,546 CHF | 99.58% | 99.58% |
08/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 57,698 CHF | 57,963 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 26,870 | 26,870 | 26,532 | 26,532 | 57,856 CHF | 58,122 CHF | 99.80% | 99.80% |
04/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 26,770 | 26,770 | 26,511 | 26,511 | 58,036 CHF | 58,301 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 26,820 | 26,820 | 26,624 | 26,624 | 57,172 CHF | 57,439 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 26,820 | 26,820 | 26,740 | 26,740 | 55,706 CHF | 55,974 CHF | 99.96% | 99.96% |