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 | 0.76% | 2.56 CHF | 2.58 CHF | 25,600 | 25,600 | 25,600 | 25,600 | 67,214 CHF | 67,726 CHF | 99.99% | 99.99% |
12/07/2024 | 0.78% | 2.59 CHF | 2.61 CHF | 27,300 | 27,300 | 27,300 | 27,300 | 70,136 CHF | 70,682 CHF | 99.99% | 99.99% |
11/07/2024 | 0.82% | 2.46 CHF | 2.48 CHF | 28,600 | 28,600 | 28,600 | 28,600 | 69,725 CHF | 70,297 CHF | 99.96% | 99.96% |
10/07/2024 | 0.91% | 2.28 CHF | 2.30 CHF | 31,800 | 31,800 | 31,800 | 31,800 | 69,523 CHF | 70,159 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 2.06 CHF | 2.08 CHF | 30,100 | 30,100 | 30,262 | 30,262 | 62,005 CHF | 62,611 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 2.20 CHF | 2.22 CHF | 30,800 | 30,800 | 30,823 | 30,823 | 68,445 CHF | 69,061 CHF | 99.98% | 99.98% |
05/07/2024 | 0.91% | 2.15 CHF | 2.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 65,753 CHF | 66,353 CHF | 99.99% | 99.99% |
04/07/2024 | 0.87% | 2.25 CHF | 2.27 CHF | 30,100 | 30,100 | 30,100 | 30,100 | 68,577 CHF | 69,179 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 2.23 CHF | 2.25 CHF | 32,600 | 32,600 | 32,710 | 32,710 | 69,213 CHF | 69,867 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 1.97 CHF | 1.99 CHF | 34,400 | 34,400 | 34,400 | 34,400 | 63,724 CHF | 64,412 CHF | 99.99% | 99.99% |