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 | 0.36% | 2.80 CHF | 2.81 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 226,172 CHF | 226,982 CHF | 100.00% | 100.00% |
12/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 227,707 CHF | 228,513 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 82,000 | 82,000 | 81,613 | 81,613 | 224,282 CHF | 225,099 CHF | 100.00% | 100.00% |
10/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 225,107 CHF | 225,918 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 226,998 CHF | 227,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 233,857 CHF | 234,648 CHF | 99.99% | 99.99% |
05/07/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 235,166 CHF | 235,948 CHF | 99.81% | 99.81% |
04/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 78,000 | 78,000 | 78,602 | 78,602 | 235,648 CHF | 236,434 CHF | 99.49% | 99.49% |
03/07/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 232,183 CHF | 232,976 CHF | 99.34% | 99.34% |
02/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 229,656 CHF | 230,459 CHF | 100.00% | 100.00% |