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 | 0.37% | 2.72 CHF | 2.73 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 219,503 CHF | 220,313 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 221,049 CHF | 221,854 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 82,000 | 82,000 | 81,607 | 81,607 | 217,649 CHF | 218,466 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 218,557 CHF | 219,368 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 220,353 CHF | 221,164 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 227,408 CHF | 228,198 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 228,775 CHF | 229,557 CHF | 99.80% | 99.80% |
04/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 229,303 CHF | 230,089 CHF | 99.49% | 99.49% |
03/07/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 225,790 CHF | 226,582 CHF | 99.34% | 99.34% |
02/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 223,101 CHF | 223,905 CHF | 99.99% | 99.99% |