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 | 0.36% | 2.81 CHF | 2.82 CHF | 71,000 | 71,000 | 71,084 | 71,084 | 199,799 CHF | 200,510 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 207,998 CHF | 208,688 CHF | 99.99% | 99.99% |
11/07/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 69,000 | 69,000 | 69,336 | 69,336 | 206,217 CHF | 206,911 CHF | 99.82% | 99.82% |
10/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 200,652 CHF | 201,362 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 71,000 | 71,000 | 70,915 | 70,915 | 202,931 CHF | 203,641 CHF | 99.72% | 99.72% |
08/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 203,277 CHF | 203,987 CHF | 99.98% | 99.98% |
05/07/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 71,000 | 71,000 | 69,595 | 69,595 | 205,640 CHF | 206,336 CHF | 99.80% | 99.80% |
04/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 71,000 | 71,000 | 70,319 | 70,319 | 207,560 CHF | 208,263 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 71,000 | 71,000 | 69,496 | 69,496 | 206,967 CHF | 207,662 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 69,000 | 69,000 | 69,566 | 69,566 | 206,525 CHF | 207,221 CHF | 99.99% | 99.99% |