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% | 2.18 CHF | 2.19 CHF | 93,600 | 93,600 | 41,572 | 41,572 | 89,235 CHF | 89,651 CHF | 99.95% | 99.95% |
12/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 90,100 | 90,100 | 40,472 | 40,472 | 86,945 CHF | 87,351 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 91,900 | 91,900 | 41,016 | 41,016 | 88,151 CHF | 88,563 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 92,300 | 92,300 | 41,350 | 41,350 | 89,496 CHF | 89,910 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 93,900 | 93,900 | 42,160 | 42,160 | 90,764 CHF | 91,186 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 95,300 | 95,300 | 42,680 | 42,680 | 89,421 CHF | 89,849 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 97,300 | 97,300 | 43,494 | 43,494 | 90,841 CHF | 91,277 CHF | 99.81% | 99.81% |
04/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 39,000 | 39,000 | 31,140 | 31,140 | 64,365 CHF | 64,676 CHF | 99.44% | 99.44% |
03/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 93,200 | 93,200 | 42,048 | 42,048 | 87,774 CHF | 88,195 CHF | 99.98% | 99.98% |
02/07/2024 | 0.48% | 2.20 CHF | 2.21 CHF | 95,700 | 95,700 | 41,344 | 41,344 | 88,846 CHF | 89,260 CHF | 100.00% | 100.00% |