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 | 0.35% | 2.85 CHF | 2.86 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 229,797 CHF | 230,607 CHF | 100.00% | 100.00% |
12/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 231,252 CHF | 232,058 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 82,000 | 82,000 | 81,613 | 81,613 | 228,033 CHF | 228,849 CHF | 100.00% | 100.00% |
10/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 228,764 CHF | 229,575 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 230,577 CHF | 231,388 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 237,359 CHF | 238,149 CHF | 99.99% | 99.99% |
05/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 238,642 CHF | 239,424 CHF | 99.82% | 99.82% |
04/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 78,000 | 78,000 | 78,602 | 78,602 | 239,231 CHF | 240,017 CHF | 99.50% | 99.50% |
03/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 235,803 CHF | 236,595 CHF | 99.37% | 99.37% |
02/07/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 233,230 CHF | 234,034 CHF | 100.00% | 100.00% |