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 | 0.46% | 2.21 CHF | 2.22 CHF | 78,620 | 78,620 | 77,816 | 77,816 | 171,837 CHF | 172,616 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 79,410 | 79,410 | 79,007 | 79,007 | 181,035 CHF | 181,826 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 80,330 | 80,330 | 79,693 | 79,693 | 186,781 CHF | 187,579 CHF | 97.77% | 97.77% |
10/07/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 81,100 | 81,100 | 81,093 | 81,093 | 197,928 CHF | 198,740 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 82,490 | 82,490 | 81,533 | 81,533 | 201,244 CHF | 202,060 CHF | 99.50% | 99.50% |
08/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 82,990 | 82,990 | 82,090 | 82,090 | 205,794 CHF | 206,615 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 82,950 | 82,950 | 81,652 | 81,652 | 201,987 CHF | 202,804 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 83,130 | 83,130 | 82,709 | 82,709 | 209,865 CHF | 210,693 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 82,130 | 82,130 | 80,994 | 80,994 | 197,391 CHF | 198,202 CHF | 98.95% | 98.95% |
02/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 81,070 | 81,070 | 80,521 | 80,521 | 195,047 CHF | 195,853 CHF | 100.00% | 100.00% |