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 | 0.43% | 2.20 CHF | 2.21 CHF | 105,000 | 105,000 | 103,231 | 103,231 | 241,162 CHF | 242,195 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 112,000 | 112,000 | 111,825 | 111,825 | 253,945 CHF | 255,065 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 122,000 | 122,000 | 120,847 | 120,847 | 258,919 CHF | 260,129 CHF | 99.54% | 99.54% |
10/07/2024 | 0.54% | 1.98 CHF | 1.99 CHF | 133,000 | 133,000 | 132,714 | 132,714 | 247,747 CHF | 249,076 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 133,000 | 133,000 | 130,891 | 130,891 | 249,028 CHF | 250,338 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 137,000 | 137,000 | 135,485 | 135,485 | 249,741 CHF | 251,097 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 131,000 | 131,000 | 128,951 | 128,951 | 242,070 CHF | 243,361 CHF | 99.93% | 99.93% |
04/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 135,000 | 135,000 | 133,983 | 133,983 | 248,022 CHF | 249,363 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 136,000 | 136,000 | 134,818 | 134,818 | 244,006 CHF | 245,356 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 1.78 CHF | 1.79 CHF | 132,000 | 132,000 | 131,610 | 131,610 | 222,329 CHF | 223,647 CHF | 99.53% | 99.53% |