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 | 0.47% | 2.21 CHF | 2.22 CHF | 75,400 | 75,400 | 74,450 | 74,450 | 156,584 CHF | 157,329 CHF | 99.97% | 99.97% |
12/07/2024 | 0.44% | 2.10 CHF | 2.11 CHF | 69,300 | 69,300 | 70,853 | 70,853 | 161,307 CHF | 162,016 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 2.22 CHF | 2.23 CHF | 75,100 | 75,100 | 74,062 | 74,062 | 155,516 CHF | 156,257 CHF | 100.00% | 100.00% |
10/07/2024 | 0.44% | 2.17 CHF | 2.18 CHF | 67,900 | 67,900 | 68,588 | 68,588 | 156,411 CHF | 157,097 CHF | 99.99% | 99.99% |
09/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 74,400 | 74,400 | 73,343 | 73,343 | 162,791 CHF | 163,525 CHF | 99.99% | 99.99% |
08/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 71,500 | 71,500 | 71,256 | 71,256 | 153,182 CHF | 153,894 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 68,300 | 68,300 | 68,300 | 68,300 | 150,525 CHF | 151,208 CHF | 99.81% | 99.81% |
04/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 70,000 | 70,000 | 69,214 | 69,214 | 157,167 CHF | 157,859 CHF | 99.49% | 99.49% |
03/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 63,000 | 63,000 | 62,629 | 62,629 | 143,554 CHF | 144,180 CHF | 99.90% | 99.90% |
02/07/2024 | 0.38% | 2.51 CHF | 2.52 CHF | 60,200 | 60,200 | 60,907 | 60,907 | 158,823 CHF | 159,432 CHF | 99.98% | 99.98% |