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% | 2.49 CHF | 2.50 CHF | 10,700 | 10,700 | 11,033 | 11,033 | 28,074 CHF | 28,184 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 10,800 | 10,800 | 10,755 | 10,755 | 25,398 CHF | 25,505 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 10,300 | 10,300 | 10,554 | 10,554 | 26,369 CHF | 26,474 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 10,500 | 10,500 | 10,285 | 10,285 | 25,444 CHF | 25,547 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 11,800 | 11,800 | 11,606 | 11,606 | 28,645 CHF | 28,761 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.30 CHF | 2.31 CHF | 12,300 | 12,300 | 12,249 | 12,249 | 28,784 CHF | 28,907 CHF | 99.98% | 99.98% |
05/07/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 13,200 | 13,200 | 12,761 | 12,761 | 26,350 CHF | 26,478 CHF | 99.80% | 99.80% |
04/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 12,800 | 12,800 | 12,768 | 12,768 | 26,392 CHF | 26,520 CHF | 99.49% | 99.49% |
03/07/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 10,500 | 10,500 | 10,457 | 10,457 | 20,656 CHF | 20,761 CHF | 99.35% | 99.35% |
02/07/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 11,000 | 11,000 | 11,019 | 11,019 | 26,888 CHF | 26,998 CHF | 99.99% | 99.99% |