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 | 0.39% | 2.56 CHF | 2.57 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 206,398 CHF | 207,208 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 208,004 CHF | 208,809 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 82,000 | 82,000 | 81,608 | 81,608 | 204,483 CHF | 205,300 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 205,392 CHF | 206,203 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 207,251 CHF | 208,062 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 214,676 CHF | 215,466 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 216,137 CHF | 216,919 CHF | 99.81% | 99.81% |
04/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 216,584 CHF | 217,370 CHF | 99.50% | 99.50% |
03/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 212,996 CHF | 213,788 CHF | 99.36% | 99.36% |
02/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 210,178 CHF | 210,981 CHF | 100.00% | 100.00% |