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 | 0.40% | 2.52 CHF | 2.53 CHF | 92,700 | 92,700 | 93,121 | 93,121 | 234,942 CHF | 235,874 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 93,500 | 93,500 | 95,413 | 95,413 | 238,305 CHF | 239,259 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.55 CHF | 2.56 CHF | 96,700 | 96,700 | 96,700 | 96,700 | 238,018 CHF | 238,985 CHF | 99.99% | 99.99% |
10/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 96,700 | 96,700 | 96,581 | 96,581 | 233,427 CHF | 234,393 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 96,600 | 96,600 | 94,868 | 94,868 | 229,990 CHF | 230,939 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 93,900 | 93,900 | 95,882 | 95,882 | 239,555 CHF | 240,514 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 97,300 | 97,300 | 97,720 | 97,720 | 237,121 CHF | 238,098 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 98,000 | 98,000 | 100,874 | 100,874 | 238,532 CHF | 239,540 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 102,800 | 102,800 | 103,219 | 103,219 | 237,678 CHF | 238,710 CHF | 99.99% | 99.99% |
02/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 103,500 | 103,500 | 101,159 | 101,159 | 229,064 CHF | 230,075 CHF | 100.00% | 100.00% |