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 | 0.48% | 2.09 CHF | 2.10 CHF | 36,500 | 36,500 | 36,563 | 36,563 | 76,296 CHF | 76,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 36,100 | 36,100 | 35,951 | 35,951 | 77,283 CHF | 77,643 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 35,900 | 35,900 | 36,020 | 36,020 | 75,930 CHF | 76,290 CHF | 99.99% | 99.99% |
10/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 36,100 | 36,100 | 35,957 | 35,957 | 78,181 CHF | 78,541 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 33,800 | 33,800 | 33,634 | 33,634 | 74,762 CHF | 75,099 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 31,600 | 31,600 | 31,470 | 31,470 | 74,782 CHF | 75,097 CHF | 99.99% | 99.99% |
05/07/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 34,300 | 34,300 | 34,696 | 34,696 | 84,719 CHF | 85,066 CHF | 99.24% | 99.24% |
04/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 45,000 | 45,000 | 45,459 | 45,459 | 96,666 CHF | 97,121 CHF | 99.50% | 99.50% |
03/07/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 53,100 | 53,100 | 53,463 | 53,463 | 82,382 CHF | 82,917 CHF | 99.36% | 99.36% |
02/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 53,300 | 53,300 | 53,146 | 53,146 | 73,623 CHF | 74,154 CHF | 99.99% | 99.99% |