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 | 0.40% | 2.37 CHF | 2.38 CHF | 195,100 | 195,100 | 195,100 | 195,100 | 486,677 CHF | 488,628 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.69 CHF | 2.70 CHF | 218,200 | 218,200 | 218,200 | 218,200 | 541,983 CHF | 544,165 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 224,800 | 224,800 | 224,800 | 224,800 | 528,590 CHF | 530,838 CHF | 99.89% | 99.89% |
10/07/2024 | 0.47% | 2.25 CHF | 2.26 CHF | 247,100 | 247,100 | 247,100 | 247,100 | 529,960 CHF | 532,432 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.01 CHF | 2.02 CHF | 216,800 | 216,800 | 216,800 | 216,800 | 472,672 CHF | 474,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.36 CHF | 2.37 CHF | 212,400 | 212,400 | 212,400 | 212,400 | 526,795 CHF | 528,919 CHF | 98.69% | 98.69% |
05/07/2024 | 0.40% | 2.38 CHF | 2.39 CHF | 209,000 | 209,000 | 209,000 | 209,000 | 525,013 CHF | 527,103 CHF | 100.00% | 100.00% |
04/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 217,000 | 217,000 | 217,000 | 217,000 | 527,459 CHF | 529,629 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 240,200 | 240,200 | 240,200 | 240,200 | 557,845 CHF | 560,247 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 229,500 | 229,500 | 229,500 | 229,500 | 460,354 CHF | 462,649 CHF | 99.99% | 99.99% |