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 | 0.39% | 2.60 CHF | 2.61 CHF | 19,400 | 19,400 | 19,243 | 19,243 | 50,030 CHF | 50,222 CHF | 99.51% | 99.51% |
12/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 19,320 | 19,320 | 19,259 | 19,259 | 50,074 CHF | 50,267 CHF | 99.51% | 99.51% |
11/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 19,540 | 19,540 | 19,421 | 19,421 | 51,339 CHF | 51,533 CHF | 99.40% | 99.40% |
10/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 19,670 | 19,670 | 19,667 | 19,667 | 53,163 CHF | 53,360 CHF | 99.56% | 99.56% |
09/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 19,740 | 19,740 | 19,528 | 19,528 | 52,092 CHF | 52,287 CHF | 99.56% | 99.56% |
08/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 19,620 | 19,620 | 19,445 | 19,445 | 51,378 CHF | 51,572 CHF | 99.49% | 99.49% |
05/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 19,630 | 19,630 | 19,304 | 19,304 | 50,355 CHF | 50,548 CHF | 99.35% | 99.35% |
04/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 19,510 | 19,510 | 19,346 | 19,346 | 50,676 CHF | 50,870 CHF | 99.58% | 99.58% |
03/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 19,670 | 19,670 | 19,465 | 19,465 | 51,650 CHF | 51,844 CHF | 99.51% | 99.51% |
02/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 19,970 | 19,970 | 19,770 | 19,770 | 53,917 CHF | 54,114 CHF | 99.38% | 99.38% |