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 | 0.40% | 2.59 CHF | 2.60 CHF | 243,000 | 243,000 | 238,789 | 238,789 | 603,097 CHF | 605,487 CHF | 99.27% | 99.27% |
12/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 230,000 | 230,000 | 228,687 | 228,687 | 585,006 CHF | 587,295 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 222,000 | 222,000 | 220,199 | 220,199 | 577,432 CHF | 579,636 CHF | 99.88% | 99.88% |
10/07/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 214,000 | 214,000 | 212,385 | 212,385 | 591,111 CHF | 593,237 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 216,000 | 216,000 | 213,244 | 213,244 | 589,001 CHF | 591,135 CHF | 99.93% | 99.93% |
08/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 212,000 | 212,000 | 209,703 | 209,703 | 586,837 CHF | 588,936 CHF | 99.96% | 99.96% |
05/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 218,000 | 218,000 | 215,274 | 215,274 | 599,201 CHF | 601,356 CHF | 99.76% | 99.76% |
04/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 213,000 | 213,000 | 211,129 | 211,129 | 591,283 CHF | 593,397 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 213,000 | 213,000 | 210,711 | 210,711 | 595,738 CHF | 597,848 CHF | 98.98% | 98.98% |
02/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 216,000 | 216,000 | 215,005 | 215,005 | 624,106 CHF | 626,258 CHF | 100.00% | 100.00% |