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 | 1.34% | 0.73 CHF | 0.74 CHF | 100,900 | 100,900 | 100,485 | 100,485 | 74,246 CHF | 75,251 CHF | 99.99% | 99.99% |
12/07/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 108,100 | 108,100 | 110,506 | 110,506 | 79,005 CHF | 80,110 CHF | 100.00% | 100.00% |
11/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 117,800 | 117,800 | 117,314 | 117,314 | 79,230 CHF | 80,403 CHF | 99.83% | 99.83% |
10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 118,900 | 118,900 | 121,124 | 121,124 | 77,462 CHF | 78,673 CHF | 100.00% | 100.00% |
09/07/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 114,900 | 114,900 | 111,226 | 111,226 | 74,644 CHF | 75,756 CHF | 99.74% | 99.74% |
08/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 115,400 | 115,400 | 114,963 | 114,963 | 77,414 CHF | 78,563 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 117,800 | 117,800 | 113,694 | 113,694 | 77,107 CHF | 78,244 CHF | 99.81% | 99.81% |
04/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 119,700 | 119,700 | 120,904 | 120,904 | 78,260 CHF | 79,469 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 131,900 | 131,900 | 131,356 | 131,356 | 80,384 CHF | 81,697 CHF | 100.00% | 100.00% |
02/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 129,600 | 129,600 | 128,901 | 128,901 | 72,191 CHF | 73,480 CHF | 100.00% | 100.00% |