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 | 0.50% | 2.01 CHF | 2.02 CHF | 57,200 | 57,200 | 57,268 | 57,268 | 115,066 CHF | 115,638 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 57,500 | 57,500 | 57,500 | 57,500 | 130,530 CHF | 131,105 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 59,900 | 59,900 | 60,263 | 60,263 | 133,780 CHF | 134,383 CHF | 99.82% | 99.82% |
10/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 63,300 | 63,300 | 63,300 | 63,300 | 129,538 CHF | 130,171 CHF | 99.99% | 99.99% |
09/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 63,100 | 63,100 | 63,029 | 63,029 | 131,566 CHF | 132,197 CHF | 99.73% | 99.73% |
08/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 60,900 | 60,900 | 60,900 | 60,900 | 127,314 CHF | 127,923 CHF | 99.99% | 99.99% |
05/07/2024 | 0.45% | 2.14 CHF | 2.15 CHF | 59,900 | 59,900 | 58,778 | 58,778 | 129,323 CHF | 129,910 CHF | 99.81% | 99.81% |
04/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 59,500 | 59,500 | 58,921 | 58,921 | 129,391 CHF | 129,980 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 59,200 | 59,200 | 57,997 | 57,997 | 129,240 CHF | 129,819 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 58,200 | 58,200 | 58,683 | 58,683 | 130,053 CHF | 130,640 CHF | 100.00% | 100.00% |