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 | 0.54% | 1.97 CHF | 1.98 CHF | 135,100 | 13,510 | 60,893 | 6,089 | 115,400 CHF | 11,601 CHF | 99.99% | 99.99% |
12/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 123,800 | 12,380 | 55,034 | 5,503 | 109,054 CHF | 10,961 CHF | 99.90% | 99.90% |
11/07/2024 | 0.41% | 2.26 CHF | 2.27 CHF | 102,900 | 10,290 | 46,198 | 4,620 | 112,630 CHF | 11,309 CHF | 99.99% | 99.99% |
10/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 105,600 | 10,560 | 47,283 | 4,728 | 116,770 CHF | 11,724 CHF | 99.99% | 99.99% |
09/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 105,900 | 10,590 | 47,436 | 4,744 | 118,001 CHF | 11,848 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 99,400 | 9,940 | 44,509 | 4,451 | 114,251 CHF | 11,470 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 2.51 CHF | 2.52 CHF | 115,800 | 11,580 | 53,252 | 5,325 | 120,717 CHF | 12,125 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 48,600 | 4,860 | 38,925 | 3,892 | 84,280 CHF | 8,467 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 2.14 CHF | 2.15 CHF | 121,600 | 12,160 | 54,243 | 5,424 | 116,911 CHF | 11,746 CHF | 96.93% | 96.93% |
02/07/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 125,000 | 12,500 | 55,966 | 5,597 | 114,172 CHF | 11,473 CHF | 99.98% | 99.98% |