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 | 0.38% | 2.68 CHF | 2.69 CHF | 114,100 | 114,100 | 114,641 | 114,641 | 302,644 CHF | 303,791 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 115,120 | 115,120 | 301,383 CHF | 302,534 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 115,200 | 115,200 | 116,877 | 116,877 | 301,886 CHF | 303,055 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 118,000 | 118,000 | 118,778 | 118,778 | 301,224 CHF | 302,412 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 119,300 | 119,300 | 119,528 | 119,528 | 301,929 CHF | 303,126 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 119,900 | 119,900 | 118,638 | 118,638 | 297,304 CHF | 298,490 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 117,800 | 117,800 | 118,639 | 118,639 | 302,114 CHF | 303,300 CHF | 99.78% | 99.78% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 119,300 | 119,300 | 119,180 | 119,180 | 303,104 CHF | 304,296 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 119,100 | 119,100 | 120,774 | 120,774 | 306,191 CHF | 307,399 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 121,900 | 121,900 | 122,200 | 122,200 | 301,121 CHF | 302,343 CHF | 100.00% | 100.00% |