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 | 0.42% | 2.29 CHF | 2.30 CHF | 399,700 | 399,700 | 399,700 | 399,700 | 961,359 CHF | 965,356 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 424,300 | 424,300 | 424,300 | 424,300 | 996,592 CHF | 1,000,840 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 449,500 | 449,500 | 449,500 | 449,500 | 1,006,660 CHF | 1,011,150 CHF | 99.91% | 99.91% |
10/07/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 478,800 | 478,800 | 478,800 | 478,800 | 959,546 CHF | 964,334 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 474,600 | 474,600 | 474,600 | 474,600 | 964,953 CHF | 969,699 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 486,600 | 486,600 | 486,600 | 486,600 | 963,856 CHF | 968,722 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 468,700 | 468,700 | 468,700 | 468,700 | 942,077 CHF | 946,764 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 482,200 | 482,200 | 482,200 | 482,200 | 958,388 CHF | 963,210 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 484,100 | 484,100 | 484,100 | 484,100 | 943,936 CHF | 948,777 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 473,100 | 473,100 | 473,100 | 473,100 | 874,112 CHF | 878,842 CHF | 100.00% | 100.00% |