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 | 0.42% | 2.46 CHF | 2.47 CHF | 85,400 | 85,400 | 84,109 | 84,109 | 198,452 CHF | 199,293 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 81,000 | 81,000 | 80,992 | 80,992 | 190,658 CHF | 191,468 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 78,000 | 78,000 | 77,069 | 77,069 | 185,383 CHF | 186,154 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 2.56 CHF | 2.57 CHF | 73,200 | 73,200 | 74,138 | 74,138 | 197,831 CHF | 198,572 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 74,700 | 74,700 | 74,618 | 74,618 | 197,140 CHF | 197,887 CHF | 99.73% | 99.73% |
08/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 72,400 | 72,400 | 72,524 | 72,524 | 194,924 CHF | 195,649 CHF | 99.32% | 99.32% |
05/07/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 75,700 | 75,700 | 74,950 | 74,950 | 201,685 CHF | 202,435 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 70,400 | 70,400 | 70,564 | 70,564 | 191,020 CHF | 191,725 CHF | 99.57% | 99.57% |
03/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 72,600 | 72,600 | 72,600 | 72,600 | 202,842 CHF | 203,568 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 73,600 | 73,600 | 73,600 | 73,600 | 208,476 CHF | 209,212 CHF | 100.00% | 100.00% |