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 | 0.52% | 1.96 CHF | 1.97 CHF | 74,800 | 74,800 | 74,460 | 74,460 | 143,051 CHF | 143,796 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 68,800 | 68,800 | 68,509 | 68,509 | 125,412 CHF | 126,097 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 63,200 | 63,200 | 63,956 | 63,956 | 123,276 CHF | 123,916 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 1.97 CHF | 1.98 CHF | 57,900 | 57,900 | 58,847 | 58,847 | 124,393 CHF | 124,982 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 57,900 | 57,900 | 57,377 | 57,377 | 124,785 CHF | 125,359 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 60,000 | 60,000 | 59,726 | 59,726 | 130,282 CHF | 130,879 CHF | 99.98% | 99.98% |
05/07/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 61,500 | 61,500 | 60,425 | 60,425 | 127,330 CHF | 127,934 CHF | 99.81% | 99.81% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 61,500 | 61,500 | 61,429 | 61,429 | 131,023 CHF | 131,637 CHF | 99.50% | 99.50% |
03/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 60,100 | 60,100 | 59,851 | 59,851 | 123,711 CHF | 124,309 CHF | 99.36% | 99.36% |
02/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 65,000 | 65,000 | 64,709 | 64,709 | 141,157 CHF | 141,805 CHF | 99.99% | 99.99% |