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 | 0.45% | 2.18 CHF | 2.19 CHF | 37,300 | 37,300 | 36,537 | 36,537 | 81,626 CHF | 81,991 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 36,600 | 36,600 | 36,537 | 36,537 | 81,589 CHF | 81,955 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 36,900 | 36,900 | 36,758 | 36,758 | 80,639 CHF | 81,007 CHF | 99.97% | 99.97% |
10/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 37,500 | 37,500 | 37,295 | 37,295 | 78,621 CHF | 78,994 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 37,600 | 37,600 | 37,041 | 37,041 | 79,383 CHF | 79,754 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 37,500 | 37,500 | 37,012 | 37,012 | 79,362 CHF | 79,733 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 37,500 | 37,500 | 36,852 | 36,852 | 80,195 CHF | 80,564 CHF | 99.80% | 99.80% |
04/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 37,200 | 37,200 | 37,133 | 37,133 | 79,408 CHF | 79,780 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 37,800 | 37,800 | 37,332 | 37,332 | 78,696 CHF | 79,070 CHF | 99.88% | 99.88% |
02/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 38,000 | 38,000 | 37,871 | 37,871 | 76,562 CHF | 76,941 CHF | 99.91% | 99.91% |