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% | 2.66 CHF | 2.67 CHF | 37,300 | 37,300 | 36,535 | 36,535 | 99,311 CHF | 99,676 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 36,600 | 36,600 | 36,527 | 36,527 | 99,243 CHF | 99,608 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 36,900 | 36,900 | 36,760 | 36,760 | 98,438 CHF | 98,806 CHF | 99.79% | 99.79% |
10/07/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 37,500 | 37,500 | 37,299 | 37,299 | 96,716 CHF | 97,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 37,700 | 37,700 | 37,042 | 37,042 | 97,313 CHF | 97,684 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 37,500 | 37,500 | 37,004 | 37,004 | 97,262 CHF | 97,632 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 37,500 | 37,500 | 36,846 | 36,846 | 98,015 CHF | 98,384 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 37,200 | 37,200 | 37,134 | 37,134 | 97,337 CHF | 97,709 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 37,900 | 37,900 | 37,344 | 37,344 | 96,828 CHF | 97,201 CHF | 99.88% | 99.88% |
02/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 38,000 | 38,000 | 37,878 | 37,878 | 94,873 CHF | 95,252 CHF | 100.00% | 100.00% |