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 | 0.45% | 2.21 CHF | 2.22 CHF | 53,100 | 53,100 | 52,882 | 52,882 | 117,166 CHF | 117,695 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.21 CHF | 2.22 CHF | 57,900 | 57,900 | 57,661 | 57,661 | 117,440 CHF | 118,016 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 61,100 | 61,100 | 60,848 | 60,848 | 118,874 CHF | 119,482 CHF | 99.99% | 99.99% |
10/07/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 65,500 | 65,500 | 65,230 | 65,230 | 123,291 CHF | 123,944 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.75 CHF | 1.76 CHF | 60,000 | 60,000 | 56,925 | 56,925 | 111,577 CHF | 112,146 CHF | 99.73% | 99.73% |
08/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 58,500 | 58,500 | 58,257 | 58,257 | 116,425 CHF | 117,008 CHF | 99.31% | 99.31% |
05/07/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 60,900 | 60,900 | 60,649 | 60,649 | 122,819 CHF | 123,425 CHF | 99.98% | 99.98% |
04/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 63,400 | 63,400 | 63,138 | 63,138 | 116,737 CHF | 117,368 CHF | 99.61% | 99.61% |
03/07/2024 | 0.58% | 1.84 CHF | 1.85 CHF | 75,600 | 75,600 | 77,989 | 77,989 | 133,396 CHF | 134,176 CHF | 99.99% | 99.99% |
02/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 79,900 | 79,900 | 79,570 | 79,570 | 114,899 CHF | 115,695 CHF | 100.00% | 100.00% |