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% | 2.22 CHF | 2.23 CHF | 71,000 | 71,000 | 71,085 | 71,085 | 157,684 CHF | 158,395 CHF | 99.99% | 99.99% |
12/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 69,000 | 69,000 | 69,000 | 69,000 | 167,178 CHF | 167,868 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 69,000 | 69,000 | 69,362 | 69,362 | 165,236 CHF | 165,930 CHF | 99.83% | 99.83% |
10/07/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 158,638 CHF | 159,348 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 71,000 | 71,000 | 70,915 | 70,915 | 160,987 CHF | 161,697 CHF | 99.74% | 99.74% |
08/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 161,314 CHF | 162,024 CHF | 99.99% | 99.99% |
05/07/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 71,000 | 71,000 | 69,596 | 69,596 | 164,516 CHF | 165,212 CHF | 99.81% | 99.81% |
04/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 71,000 | 71,000 | 70,319 | 70,319 | 166,011 CHF | 166,715 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 71,000 | 71,000 | 69,497 | 69,497 | 165,913 CHF | 166,608 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 69,000 | 69,000 | 69,567 | 69,567 | 165,376 CHF | 166,072 CHF | 99.98% | 99.98% |