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 | 0.44% | 2.39 CHF | 2.40 CHF | 26,820 | 26,820 | 26,243 | 26,243 | 59,910 CHF | 60,173 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 60,182 CHF | 60,445 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 26,570 | 26,570 | 26,424 | 26,424 | 62,551 CHF | 62,816 CHF | 99.94% | 99.94% |
10/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 26,750 | 26,750 | 26,524 | 26,524 | 64,243 CHF | 64,508 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 26,770 | 26,770 | 26,422 | 26,422 | 63,186 CHF | 63,450 CHF | 99.59% | 99.59% |
08/07/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 64,071 CHF | 64,336 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 26,890 | 26,890 | 26,532 | 26,532 | 64,328 CHF | 64,594 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 26,760 | 26,760 | 26,511 | 26,511 | 64,096 CHF | 64,361 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 26,820 | 26,820 | 26,624 | 26,624 | 65,544 CHF | 65,810 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 26,820 | 26,820 | 26,739 | 26,739 | 67,617 CHF | 67,885 CHF | 99.83% | 99.83% |