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 | 0.74% | 2.70 CHF | 2.72 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 156,405 CHF | 157,565 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 2.67 CHF | 2.69 CHF | 58,000 | 58,000 | 58,945 | 58,945 | 154,921 CHF | 156,099 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 2.65 CHF | 2.67 CHF | 59,000 | 59,000 | 58,047 | 58,047 | 156,249 CHF | 157,411 CHF | 99.97% | 99.97% |
10/07/2024 | 0.75% | 2.69 CHF | 2.71 CHF | 58,000 | 58,000 | 58,703 | 58,703 | 155,056 CHF | 156,230 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 2.69 CHF | 2.71 CHF | 58,000 | 58,000 | 57,621 | 57,621 | 157,064 CHF | 158,218 CHF | 99.77% | 99.77% |
08/07/2024 | 0.74% | 2.72 CHF | 2.74 CHF | 58,000 | 58,000 | 58,200 | 58,200 | 156,213 CHF | 157,377 CHF | 99.31% | 99.31% |
05/07/2024 | 0.74% | 2.67 CHF | 2.69 CHF | 58,000 | 58,000 | 58,085 | 58,085 | 156,378 CHF | 157,539 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 2.62 CHF | 2.64 CHF | 59,000 | 59,000 | 58,331 | 58,331 | 154,933 CHF | 156,100 CHF | 99.59% | 99.59% |
03/07/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 59,000 | 59,000 | 58,541 | 58,541 | 155,696 CHF | 156,866 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 2.64 CHF | 2.66 CHF | 59,000 | 59,000 | 59,161 | 59,161 | 153,803 CHF | 154,987 CHF | 99.99% | 99.99% |