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 | 0.79% | 2.42 CHF | 2.44 CHF | 53,500 | 53,500 | 52,719 | 52,719 | 132,150 CHF | 133,204 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 2.53 CHF | 2.55 CHF | 52,200 | 52,200 | 52,020 | 52,020 | 133,484 CHF | 134,524 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 2.74 CHF | 2.76 CHF | 51,900 | 51,900 | 49,683 | 49,683 | 132,074 CHF | 133,068 CHF | 99.99% | 99.99% |
10/07/2024 | 0.71% | 2.66 CHF | 2.68 CHF | 48,200 | 48,200 | 47,302 | 47,302 | 132,105 CHF | 133,051 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 2.90 CHF | 2.92 CHF | 46,800 | 46,800 | 46,269 | 46,269 | 130,590 CHF | 131,517 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 2.82 CHF | 2.84 CHF | 46,000 | 46,000 | 47,322 | 47,322 | 136,465 CHF | 137,412 CHF | 99.99% | 99.99% |
05/07/2024 | 0.72% | 2.82 CHF | 2.84 CHF | 48,200 | 48,200 | 47,181 | 47,181 | 131,093 CHF | 132,036 CHF | 99.78% | 99.78% |
04/07/2024 | 0.71% | 2.76 CHF | 2.78 CHF | 46,600 | 46,600 | 46,660 | 46,660 | 130,225 CHF | 131,158 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 2.74 CHF | 2.76 CHF | 46,700 | 46,700 | 44,787 | 44,787 | 126,012 CHF | 126,908 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 2.96 CHF | 2.98 CHF | 43,500 | 43,500 | 43,140 | 43,140 | 130,903 CHF | 131,766 CHF | 99.99% | 99.99% |