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 | 0.39% | 2.58 CHF | 2.59 CHF | 71,000 | 71,000 | 71,084 | 71,084 | 183,388 CHF | 184,099 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 192,093 CHF | 192,783 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 69,000 | 69,000 | 69,335 | 69,335 | 190,209 CHF | 190,903 CHF | 99.82% | 99.82% |
10/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 184,284 CHF | 184,994 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 71,000 | 71,000 | 70,915 | 70,915 | 186,579 CHF | 187,289 CHF | 99.73% | 99.73% |
08/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 186,922 CHF | 187,632 CHF | 99.99% | 99.99% |
05/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 71,000 | 71,000 | 69,595 | 69,595 | 189,604 CHF | 190,300 CHF | 99.80% | 99.80% |
04/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 71,000 | 71,000 | 70,319 | 70,319 | 191,355 CHF | 192,058 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 71,000 | 71,000 | 69,496 | 69,496 | 190,978 CHF | 191,673 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 69,000 | 69,000 | 69,567 | 69,567 | 190,501 CHF | 191,197 CHF | 99.99% | 99.99% |