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 | 0.48% | 2.11 CHF | 2.12 CHF | 120,000 | 120,000 | 118,687 | 118,687 | 254,065 CHF | 255,254 CHF | 97.01% | 97.01% |
12/07/2024 | 0.50% | 2.26 CHF | 2.27 CHF | 120,000 | 120,000 | 118,723 | 118,723 | 243,923 CHF | 245,112 CHF | 99.90% | 99.90% |
11/07/2024 | 0.54% | 1.97 CHF | 1.98 CHF | 120,000 | 120,000 | 118,751 | 118,751 | 225,616 CHF | 226,805 CHF | 96.64% | 96.64% |
10/07/2024 | 0.57% | 1.87 CHF | 1.88 CHF | 120,000 | 120,000 | 126,742 | 126,742 | 226,786 CHF | 228,055 CHF | 99.45% | 99.45% |
09/07/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 130,000 | 130,000 | 119,123 | 119,123 | 213,100 CHF | 214,296 CHF | 99.56% | 99.56% |
08/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 118,570 | 118,570 | 229,219 CHF | 230,408 CHF | 99.05% | 99.05% |
05/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 120,000 | 120,000 | 118,699 | 118,699 | 237,049 CHF | 238,238 CHF | 97.92% | 97.92% |
04/07/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 120,000 | 120,000 | 118,779 | 118,779 | 226,128 CHF | 227,317 CHF | 98.85% | 98.85% |
03/07/2024 | 0.55% | 1.90 CHF | 1.91 CHF | 120,000 | 120,000 | 122,444 | 122,444 | 226,572 CHF | 227,797 CHF | 99.08% | 99.08% |
02/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 130,000 | 130,000 | 128,636 | 128,636 | 232,254 CHF | 233,542 CHF | 99.82% | 99.82% |