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 | 0.66% | 2.93 CHF | 2.95 CHF | 52,500 | 52,500 | 52,070 | 52,070 | 156,518 CHF | 157,559 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 2.96 CHF | 2.98 CHF | 52,800 | 52,800 | 52,437 | 52,437 | 155,702 CHF | 156,751 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 2.96 CHF | 2.98 CHF | 52,700 | 52,700 | 52,307 | 52,307 | 157,462 CHF | 158,509 CHF | 99.98% | 99.98% |
10/07/2024 | 0.69% | 2.92 CHF | 2.94 CHF | 54,500 | 54,500 | 54,641 | 54,641 | 157,251 CHF | 158,344 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 2.83 CHF | 2.85 CHF | 55,000 | 55,000 | 54,850 | 54,850 | 156,394 CHF | 157,493 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 2.81 CHF | 2.83 CHF | 56,500 | 56,500 | 56,602 | 56,602 | 158,282 CHF | 159,414 CHF | 99.99% | 99.99% |
05/07/2024 | 0.73% | 2.71 CHF | 2.73 CHF | 55,600 | 55,600 | 55,582 | 55,582 | 152,455 CHF | 153,566 CHF | 99.99% | 99.99% |
04/07/2024 | 0.71% | 2.83 CHF | 2.85 CHF | 55,700 | 55,700 | 55,732 | 55,732 | 157,446 CHF | 158,560 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 2.76 CHF | 2.78 CHF | 54,800 | 54,800 | 54,780 | 54,780 | 150,819 CHF | 151,915 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 2.85 CHF | 2.87 CHF | 52,300 | 52,300 | 52,184 | 52,184 | 148,603 CHF | 149,647 CHF | 100.00% | 100.00% |