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 | 0.71% | 2.81 CHF | 2.83 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 162,587 CHF | 163,747 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 2.78 CHF | 2.80 CHF | 58,000 | 58,000 | 58,944 | 58,944 | 161,158 CHF | 162,337 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 2.76 CHF | 2.78 CHF | 59,000 | 59,000 | 58,049 | 58,049 | 162,468 CHF | 163,630 CHF | 99.99% | 99.99% |
10/07/2024 | 0.73% | 2.79 CHF | 2.81 CHF | 58,000 | 58,000 | 58,703 | 58,703 | 161,291 CHF | 162,465 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 2.80 CHF | 2.82 CHF | 58,000 | 58,000 | 57,621 | 57,621 | 163,168 CHF | 164,322 CHF | 99.76% | 99.76% |
08/07/2024 | 0.71% | 2.83 CHF | 2.85 CHF | 58,000 | 58,000 | 58,200 | 58,200 | 162,403 CHF | 163,567 CHF | 99.27% | 99.27% |
05/07/2024 | 0.71% | 2.78 CHF | 2.80 CHF | 58,000 | 58,000 | 58,085 | 58,085 | 162,561 CHF | 163,723 CHF | 100.00% | 100.00% |
04/07/2024 | 0.72% | 2.73 CHF | 2.75 CHF | 59,000 | 59,000 | 58,332 | 58,332 | 161,084 CHF | 162,250 CHF | 99.54% | 99.54% |
03/07/2024 | 0.72% | 2.75 CHF | 2.77 CHF | 59,000 | 59,000 | 58,541 | 58,541 | 161,930 CHF | 163,101 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 2.75 CHF | 2.77 CHF | 59,000 | 59,000 | 59,161 | 59,161 | 160,111 CHF | 161,295 CHF | 99.99% | 99.99% |