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% | 2.50 CHF | 2.51 CHF | 396,300 | 396,300 | 392,092 | 392,092 | 991,804 CHF | 995,725 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 389,500 | 389,500 | 382,116 | 382,116 | 984,638 CHF | 988,460 CHF | 99.85% | 99.85% |
11/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 377,200 | 377,200 | 372,227 | 372,227 | 979,872 CHF | 983,594 CHF | 71.50% | 71.50% |
10/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 365,900 | 365,900 | 363,337 | 363,337 | 998,811 CHF | 1,002,440 CHF | 99.38% | 99.38% |
09/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 361,600 | 361,600 | 364,795 | 364,795 | 1,004,190 CHF | 1,007,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 367,700 | 367,700 | 365,424 | 365,424 | 987,360 CHF | 991,014 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 364,100 | 364,100 | 359,480 | 359,480 | 983,956 CHF | 987,551 CHF | 99.99% | 99.99% |
04/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 356,500 | 356,500 | 347,879 | 347,879 | 977,101 CHF | 980,580 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 342,100 | 342,100 | 335,044 | 335,044 | 968,776 CHF | 972,126 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 330,400 | 330,400 | 335,485 | 335,485 | 1,015,250 CHF | 1,018,600 CHF | 99.95% | 99.95% |