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 | 1.15% | 0.85 CHF | 0.86 CHF | 114,700 | 114,700 | 116,117 | 116,117 | 100,487 CHF | 101,648 CHF | 99.97% | 99.97% |
12/07/2024 | 1.20% | 0.91 CHF | 0.92 CHF | 122,100 | 122,100 | 130,615 | 130,615 | 108,656 CHF | 109,962 CHF | 100.00% | 100.00% |
11/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 132,100 | 132,100 | 131,144 | 131,144 | 109,640 CHF | 110,952 CHF | 99.99% | 99.99% |
10/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 136,700 | 136,700 | 136,137 | 136,137 | 110,880 CHF | 112,241 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 0.77 CHF | 0.78 CHF | 128,100 | 128,100 | 127,572 | 127,572 | 105,356 CHF | 106,632 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 127,200 | 127,200 | 117,847 | 117,847 | 103,868 CHF | 105,047 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 124,400 | 124,400 | 126,127 | 126,127 | 110,788 CHF | 112,050 CHF | 99.80% | 99.80% |
04/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 138,500 | 138,500 | 137,926 | 137,926 | 109,195 CHF | 110,575 CHF | 99.50% | 99.50% |
03/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 145,500 | 145,500 | 144,900 | 144,900 | 111,678 CHF | 113,127 CHF | 100.00% | 100.00% |
02/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 142,600 | 142,600 | 142,012 | 142,012 | 102,636 CHF | 104,056 CHF | 99.99% | 99.99% |