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 | 1.35% | 0.74 CHF | 0.75 CHF | 172,600 | 172,600 | 172,589 | 172,589 | 126,928 CHF | 128,654 CHF | 99.99% | 99.99% |
12/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 178,100 | 178,100 | 177,070 | 177,070 | 133,343 CHF | 135,114 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 178,400 | 178,400 | 177,640 | 177,640 | 127,313 CHF | 129,089 CHF | 100.00% | 100.00% |
10/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 174,600 | 174,600 | 174,828 | 174,828 | 127,734 CHF | 129,483 CHF | 100.00% | 100.00% |
09/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 162,500 | 162,500 | 162,733 | 162,733 | 120,837 CHF | 122,464 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 153,300 | 153,300 | 153,331 | 153,331 | 126,809 CHF | 128,342 CHF | 99.99% | 99.99% |
05/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150,200 | 150,200 | 148,720 | 148,720 | 126,543 CHF | 128,030 CHF | 99.81% | 99.81% |
04/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 154,700 | 154,700 | 155,904 | 155,904 | 131,966 CHF | 133,525 CHF | 99.49% | 99.49% |
03/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 162,600 | 162,600 | 163,046 | 163,046 | 132,366 CHF | 133,997 CHF | 99.35% | 99.35% |
02/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 167,700 | 167,700 | 168,410 | 168,410 | 130,957 CHF | 132,641 CHF | 99.99% | 99.99% |