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 | 0.45% | 2.27 CHF | 2.28 CHF | 8,510 | 8,510 | 8,377 | 8,377 | 18,613 CHF | 18,697 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 8,260 | 8,260 | 8,230 | 8,230 | 17,227 CHF | 17,310 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 8,420 | 8,420 | 8,405 | 8,405 | 18,815 CHF | 18,899 CHF | 99.61% | 99.61% |
10/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 8,580 | 8,580 | 8,572 | 8,572 | 20,313 CHF | 20,399 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 8,740 | 8,740 | 8,564 | 8,564 | 20,245 CHF | 20,331 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.33 CHF | 2.34 CHF | 8,600 | 8,600 | 8,381 | 8,381 | 18,569 CHF | 18,653 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 8,370 | 8,370 | 8,232 | 8,232 | 17,233 CHF | 17,315 CHF | 99.75% | 99.75% |
04/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 8,320 | 8,320 | 8,259 | 8,259 | 17,470 CHF | 17,552 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 8,360 | 8,360 | 8,258 | 8,258 | 17,471 CHF | 17,553 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 8,460 | 8,460 | 8,387 | 8,387 | 18,612 CHF | 18,696 CHF | 98.96% | 98.96% |