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 | 0.73% | 1.30 CHF | 1.31 CHF | 44,700 | 44,700 | 44,460 | 44,460 | 61,050 CHF | 61,494 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 45,500 | 45,500 | 45,477 | 45,477 | 63,011 CHF | 63,466 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 1.37 CHF | 1.38 CHF | 50,700 | 50,700 | 50,891 | 50,891 | 65,421 CHF | 65,930 CHF | 99.98% | 99.98% |
10/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 52,400 | 52,400 | 52,184 | 52,184 | 60,891 CHF | 61,413 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,500 | 50,500 | 48,788 | 48,788 | 61,788 CHF | 62,276 CHF | 99.73% | 99.73% |
08/07/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 46,100 | 46,100 | 45,908 | 45,908 | 61,441 CHF | 61,900 CHF | 99.28% | 99.28% |
05/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 46,100 | 46,100 | 45,910 | 45,910 | 64,260 CHF | 64,719 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 47,700 | 47,700 | 47,503 | 47,503 | 63,597 CHF | 64,072 CHF | 99.59% | 99.59% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 49,200 | 49,200 | 49,449 | 49,449 | 63,801 CHF | 64,296 CHF | 99.99% | 99.99% |
02/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 48,800 | 48,800 | 48,448 | 48,448 | 60,848 CHF | 61,332 CHF | 100.00% | 100.00% |