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 | 0.34% | 2.85 CHF | 2.86 CHF | 88,000 | 88,000 | 87,763 | 87,763 | 254,347 CHF | 255,224 CHF | 99.97% | 99.97% |
12/07/2024 | 0.36% | 3.06 CHF | 3.07 CHF | 95,500 | 95,500 | 96,519 | 96,519 | 269,964 CHF | 270,929 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 103,100 | 103,100 | 102,628 | 102,628 | 267,487 CHF | 268,513 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 108,500 | 108,500 | 109,578 | 109,578 | 270,624 CHF | 271,719 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.35 CHF | 2.36 CHF | 104,600 | 104,600 | 102,034 | 102,034 | 252,763 CHF | 253,784 CHF | 99.73% | 99.73% |
08/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 101,100 | 101,100 | 100,680 | 100,680 | 267,270 CHF | 268,277 CHF | 99.28% | 99.28% |
05/07/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 100,700 | 100,700 | 98,881 | 98,881 | 270,454 CHF | 271,443 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 101,600 | 101,600 | 101,179 | 101,179 | 264,870 CHF | 265,881 CHF | 99.61% | 99.61% |
03/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 104,900 | 104,900 | 105,135 | 105,135 | 268,268 CHF | 269,319 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 102,500 | 102,500 | 102,077 | 102,077 | 254,885 CHF | 255,906 CHF | 99.99% | 99.99% |