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 | 0.49% | 2.04 CHF | 2.05 CHF | 35,400 | 35,400 | 35,381 | 35,381 | 72,734 CHF | 73,088 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 1.96 CHF | 1.97 CHF | 31,300 | 31,300 | 31,484 | 31,484 | 65,122 CHF | 65,437 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.13 CHF | 2.14 CHF | 29,600 | 29,600 | 29,478 | 29,478 | 65,434 CHF | 65,728 CHF | 99.97% | 99.97% |
10/07/2024 | 0.41% | 2.29 CHF | 2.30 CHF | 30,500 | 30,500 | 30,764 | 30,764 | 75,350 CHF | 75,657 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 31,100 | 31,100 | 31,016 | 31,016 | 71,947 CHF | 72,257 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 31,300 | 31,300 | 31,171 | 31,171 | 69,676 CHF | 69,988 CHF | 99.99% | 99.99% |
05/07/2024 | 0.47% | 2.25 CHF | 2.26 CHF | 33,300 | 33,300 | 33,100 | 33,100 | 69,860 CHF | 70,191 CHF | 99.82% | 99.82% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 30,200 | 30,200 | 30,055 | 30,055 | 64,461 CHF | 64,761 CHF | 99.50% | 99.50% |
03/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 28,300 | 28,300 | 28,183 | 28,183 | 63,692 CHF | 63,974 CHF | 99.36% | 99.36% |
02/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 29,700 | 29,700 | 29,577 | 29,577 | 75,742 CHF | 76,038 CHF | 99.97% | 99.97% |