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 | 0.37% | 2.66 CHF | 2.67 CHF | 214,000 | 214,000 | 107,657 | 107,657 | 295,858 CHF | 296,939 CHF | 98.75% | 98.75% |
12/07/2024 | 0.31% | 3.05 CHF | 3.06 CHF | 224,000 | 224,000 | 115,992 | 115,992 | 380,293 CHF | 381,456 CHF | 99.75% | 99.75% |
11/07/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 214,000 | 214,000 | 104,737 | 104,737 | 276,578 CHF | 277,634 CHF | 99.97% | 99.97% |
10/07/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 214,000 | 214,000 | 105,328 | 105,328 | 283,873 CHF | 284,929 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 2.80 CHF | 2.81 CHF | 217,000 | 217,000 | 109,698 | 109,698 | 321,705 CHF | 322,804 CHF | 99.14% | 99.14% |
08/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 217,000 | 217,000 | 111,255 | 111,255 | 337,690 CHF | 338,806 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 224,000 | 224,000 | 111,421 | 111,421 | 339,697 CHF | 340,813 CHF | 99.29% | 99.29% |
04/07/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 114,000 | 114,000 | 89,422 | 89,422 | 284,103 CHF | 284,997 CHF | 95.28% | 95.28% |
03/07/2024 | 0.30% | 3.21 CHF | 3.22 CHF | 227,000 | 227,000 | 113,230 | 113,230 | 378,654 CHF | 379,789 CHF | 96.23% | 96.23% |
02/07/2024 | 0.25% | 3.63 CHF | 3.64 CHF | 244,000 | 244,000 | 121,741 | 121,741 | 481,772 CHF | 482,995 CHF | 99.16% | 99.16% |