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 | 0.80% | 2.52 CHF | 2.54 CHF | 42,040 | 42,040 | 41,594 | 41,594 | 104,534 CHF | 105,366 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 2.41 CHF | 2.43 CHF | 43,790 | 43,790 | 43,567 | 43,567 | 102,957 CHF | 103,829 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 2.28 CHF | 2.30 CHF | 45,870 | 45,870 | 45,554 | 45,554 | 103,496 CHF | 104,408 CHF | 99.96% | 99.96% |
10/07/2024 | 0.95% | 2.20 CHF | 2.22 CHF | 48,830 | 48,830 | 48,803 | 48,803 | 102,797 CHF | 103,774 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 2.04 CHF | 2.06 CHF | 50,180 | 50,180 | 49,588 | 49,588 | 102,174 CHF | 103,167 CHF | 99.60% | 99.60% |
08/07/2024 | 1.00% | 2.00 CHF | 2.02 CHF | 50,660 | 50,660 | 50,136 | 50,136 | 100,310 CHF | 101,314 CHF | 99.98% | 99.98% |
05/07/2024 | 0.98% | 2.00 CHF | 2.02 CHF | 50,590 | 50,590 | 49,793 | 49,793 | 102,435 CHF | 103,431 CHF | 99.89% | 99.89% |
04/07/2024 | 1.03% | 1.99 CHF | 2.01 CHF | 49,080 | 49,080 | 48,809 | 48,809 | 95,414 CHF | 96,392 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 2.10 CHF | 2.12 CHF | 47,000 | 47,000 | 46,333 | 46,333 | 98,548 CHF | 99,476 CHF | 100.00% | 100.00% |
02/07/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 45,420 | 45,420 | 45,150 | 45,150 | 97,314 CHF | 98,218 CHF | 99.68% | 99.68% |