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 | 0.48% | 2.02 CHF | 2.03 CHF | 1,326,700 | 1,326,700 | 1,326,700 | 1,326,700 | 2,756,390 CHF | 2,769,660 CHF | 99.10% | 99.10% |
12/07/2024 | 0.49% | 2.20 CHF | 2.21 CHF | 1,461,300 | 1,461,300 | 1,461,300 | 1,461,300 | 2,962,550 CHF | 2,977,170 CHF | 95.39% | 95.39% |
11/07/2024 | 0.58% | 1.97 CHF | 1.98 CHF | 1,550,100 | 1,550,100 | 1,522,270 | 1,522,270 | 2,865,460 CHF | 2,880,840 CHF | 99.66% | 99.66% |
10/07/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 1,678,100 | 1,678,100 | 1,678,100 | 1,678,100 | 2,950,740 CHF | 2,967,520 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.66 CHF | 1.67 CHF | 1,480,900 | 1,480,900 | 1,480,900 | 1,480,900 | 2,659,610 CHF | 2,674,420 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 1,473,600 | 1,473,600 | 1,473,600 | 1,473,600 | 2,922,130 CHF | 2,936,860 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 1.91 CHF | 1.92 CHF | 1,490,000 | 1,490,000 | 1,490,000 | 1,490,000 | 3,012,020 CHF | 3,026,920 CHF | 99.80% | 99.80% |
04/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 1,543,500 | 1,543,500 | 1,543,500 | 1,543,500 | 2,906,950 CHF | 2,922,380 CHF | 99.93% | 99.93% |
03/07/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 1,701,000 | 1,701,000 | 1,701,000 | 1,701,000 | 3,016,030 CHF | 3,033,040 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 1,592,500 | 1,592,500 | 1,592,500 | 1,592,500 | 2,524,280 CHF | 2,540,200 CHF | 99.99% | 99.99% |