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 | 47,800 | 47,800 | 47,600 | 47,600 | 41,310 CHF | 41,786 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 47,300 | 47,300 | 47,409 | 47,409 | 42,157 CHF | 42,631 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 48,500 | 48,500 | 48,526 | 48,526 | 44,002 CHF | 44,487 CHF | 99.83% | 99.83% |
10/07/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 48,100 | 48,100 | 47,669 | 47,669 | 42,999 CHF | 43,476 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 0.85 CHF | 0.86 CHF | 46,000 | 46,000 | 45,604 | 45,604 | 41,331 CHF | 41,787 CHF | 99.74% | 99.74% |
08/07/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 42,200 | 42,200 | 42,060 | 42,060 | 42,993 CHF | 43,414 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 43,400 | 43,400 | 43,259 | 43,259 | 44,204 CHF | 44,637 CHF | 99.81% | 99.81% |
04/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 45,700 | 45,700 | 45,739 | 45,739 | 44,433 CHF | 44,890 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,102 | 50,102 | 46,355 CHF | 46,856 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 50,300 | 50,300 | 50,352 | 50,352 | 41,034 CHF | 41,538 CHF | 100.00% | 100.00% |