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 | 0.47% | 1.98 CHF | 1.99 CHF | 37,000 | 37,000 | 36,272 | 36,272 | 76,345 CHF | 76,708 CHF | 99.97% | 99.97% |
12/07/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 36,800 | 36,800 | 37,080 | 37,080 | 80,898 CHF | 81,269 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 37,900 | 37,900 | 38,174 | 38,174 | 79,647 CHF | 80,029 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 39,800 | 39,800 | 39,782 | 39,782 | 81,822 CHF | 82,220 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 40,300 | 40,300 | 39,865 | 39,865 | 78,473 CHF | 78,871 CHF | 99.99% | 99.99% |
08/07/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 38,900 | 38,900 | 38,649 | 38,649 | 78,919 CHF | 79,305 CHF | 99.99% | 99.99% |
05/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 39,900 | 39,900 | 39,325 | 39,325 | 81,699 CHF | 82,092 CHF | 99.81% | 99.81% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 40,700 | 40,700 | 40,517 | 40,517 | 81,051 CHF | 81,456 CHF | 99.49% | 99.49% |
03/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 40,900 | 40,900 | 40,387 | 40,387 | 80,146 CHF | 80,550 CHF | 99.90% | 99.90% |
02/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 40,200 | 40,200 | 40,223 | 40,223 | 76,374 CHF | 76,776 CHF | 99.99% | 99.99% |