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 | 0.64% | 1.50 CHF | 1.51 CHF | 80,300 | 80,300 | 80,148 | 80,148 | 125,432 CHF | 126,233 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 80,300 | 80,300 | 80,750 | 80,750 | 131,114 CHF | 131,922 CHF | 99.99% | 99.99% |
11/07/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 82,500 | 82,500 | 81,292 | 81,292 | 132,500 CHF | 133,313 CHF | 99.99% | 99.99% |
10/07/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 86,400 | 86,400 | 87,083 | 87,083 | 132,393 CHF | 133,264 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 87,800 | 87,800 | 87,717 | 87,717 | 129,479 CHF | 130,356 CHF | 99.74% | 99.74% |
08/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 91,000 | 91,000 | 90,930 | 90,930 | 136,171 CHF | 137,081 CHF | 99.28% | 99.28% |
05/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 92,400 | 92,400 | 91,185 | 91,185 | 129,278 CHF | 130,190 CHF | 99.99% | 99.99% |
04/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 93,000 | 93,000 | 94,681 | 94,681 | 131,681 CHF | 132,628 CHF | 99.55% | 99.55% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 129,321 CHF | 130,261 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 89,600 | 89,600 | 89,572 | 89,572 | 126,263 CHF | 127,159 CHF | 100.00% | 100.00% |