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 | 0.37% | 2.78 CHF | 2.79 CHF | 8,510 | 8,510 | 8,378 | 8,378 | 22,903 CHF | 22,987 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 8,260 | 8,260 | 8,229 | 8,229 | 21,435 CHF | 21,517 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 8,420 | 8,420 | 8,404 | 8,404 | 23,108 CHF | 23,192 CHF | 99.61% | 99.61% |
10/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 8,570 | 8,570 | 8,572 | 8,572 | 24,686 CHF | 24,772 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 8,740 | 8,740 | 8,564 | 8,564 | 24,612 CHF | 24,698 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 8,600 | 8,600 | 8,381 | 8,381 | 22,840 CHF | 22,924 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 8,370 | 8,370 | 8,233 | 8,233 | 21,438 CHF | 21,520 CHF | 99.90% | 99.90% |
04/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 8,320 | 8,320 | 8,258 | 8,258 | 21,682 CHF | 21,765 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 8,360 | 8,360 | 8,258 | 8,258 | 21,684 CHF | 21,767 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 8,460 | 8,460 | 8,387 | 8,387 | 22,881 CHF | 22,965 CHF | 99.96% | 99.96% |