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 | 0.55% | 1.87 CHF | 1.88 CHF | 88,400 | 88,400 | 85,987 | 85,987 | 156,366 CHF | 157,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.83 CHF | 1.84 CHF | 79,500 | 79,500 | 79,500 | 79,500 | 153,944 CHF | 154,739 CHF | 99.99% | 99.99% |
11/07/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 76,300 | 76,300 | 76,300 | 76,300 | 154,594 CHF | 155,357 CHF | 99.82% | 99.82% |
10/07/2024 | 0.46% | 2.08 CHF | 2.09 CHF | 72,900 | 72,900 | 72,900 | 72,900 | 156,640 CHF | 157,369 CHF | 99.13% | 99.13% |
09/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 74,700 | 74,700 | 74,630 | 74,630 | 157,196 CHF | 157,943 CHF | 99.74% | 99.74% |
08/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 71,400 | 71,400 | 71,400 | 71,400 | 151,922 CHF | 152,636 CHF | 99.99% | 99.99% |
05/07/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 159,269 CHF | 160,039 CHF | 99.80% | 99.80% |
04/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75,400 | 75,400 | 75,400 | 75,400 | 155,888 CHF | 156,642 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 71,500 | 71,500 | 71,500 | 71,500 | 150,853 CHF | 151,568 CHF | 99.99% | 99.99% |
02/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 75,800 | 75,800 | 75,800 | 75,800 | 168,383 CHF | 169,141 CHF | 100.00% | 100.00% |