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 | 0.38% | 2.57 CHF | 2.58 CHF | 53,400 | 53,400 | 30,664 | 30,664 | 82,468 CHF | 82,775 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 57,000 | 57,000 | 31,306 | 31,306 | 83,497 CHF | 83,811 CHF | 99.98% | 99.98% |
11/07/2024 | 0.45% | 2.65 CHF | 2.66 CHF | 70,100 | 70,100 | 37,407 | 37,407 | 87,653 CHF | 88,028 CHF | 99.97% | 99.97% |
10/07/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 58,700 | 58,700 | 32,383 | 32,383 | 78,509 CHF | 78,833 CHF | 99.99% | 99.99% |
09/07/2024 | 0.46% | 2.36 CHF | 2.37 CHF | 66,400 | 66,400 | 36,637 | 36,637 | 82,626 CHF | 82,993 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.27 CHF | 2.28 CHF | 68,400 | 68,400 | 37,730 | 37,730 | 82,984 CHF | 83,362 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.25 CHF | 2.26 CHF | 59,600 | 59,600 | 32,924 | 32,924 | 78,962 CHF | 79,291 CHF | 99.77% | 99.77% |
04/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 29,800 | 29,800 | 26,664 | 26,664 | 65,808 CHF | 66,074 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 57,900 | 57,900 | 32,248 | 32,248 | 82,775 CHF | 83,098 CHF | 96.78% | 96.78% |
02/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 55,100 | 55,100 | 30,424 | 30,424 | 82,839 CHF | 83,144 CHF | 99.97% | 99.97% |