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 | 0.37% | 2.81 CHF | 2.82 CHF | 437,800 | 437,800 | 437,800 | 437,800 | 1,169,650 CHF | 1,174,030 CHF | 99.98% | 99.98% |
12/07/2024 | 0.41% | 2.65 CHF | 2.66 CHF | 463,400 | 463,400 | 463,400 | 463,400 | 1,135,760 CHF | 1,140,400 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 417,500 | 417,500 | 417,500 | 417,500 | 1,108,620 CHF | 1,112,790 CHF | 99.85% | 99.85% |
10/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 463,700 | 463,700 | 463,700 | 463,700 | 1,137,900 CHF | 1,142,540 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 466,700 | 466,700 | 466,700 | 466,700 | 1,136,100 CHF | 1,140,760 CHF | 99.99% | 99.99% |
08/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 469,500 | 469,500 | 469,500 | 469,500 | 1,104,800 CHF | 1,109,490 CHF | 98.69% | 98.69% |
05/07/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 495,900 | 495,900 | 495,900 | 495,900 | 1,101,820 CHF | 1,106,780 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 248,000 | 248,000 | 441,715 | 441,715 | 986,446 CHF | 990,863 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 522,700 | 522,700 | 522,700 | 522,700 | 1,108,080 CHF | 1,113,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 557,200 | 557,200 | 557,200 | 557,200 | 1,053,540 CHF | 1,059,110 CHF | 99.98% | 99.98% |