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 | 0.66% | 1.62 CHF | 1.63 CHF | 367,700 | 367,700 | 383,643 | 383,643 | 577,910 CHF | 581,746 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 385,700 | 385,700 | 382,267 | 382,267 | 554,566 CHF | 558,389 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.54 CHF | 1.55 CHF | 381,800 | 381,800 | 412,599 | 412,599 | 572,468 CHF | 576,594 CHF | 100.00% | 100.00% |
10/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 416,700 | 416,700 | 438,899 | 438,899 | 577,015 CHF | 581,404 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 441,900 | 441,900 | 427,836 | 427,836 | 531,087 CHF | 535,370 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 426,600 | 426,600 | 421,336 | 421,336 | 551,658 CHF | 555,872 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 420,800 | 420,800 | 449,144 | 449,144 | 581,084 CHF | 585,575 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 452,600 | 452,600 | 447,926 | 447,926 | 556,604 CHF | 561,083 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 447,300 | 447,300 | 491,381 | 491,381 | 593,406 CHF | 598,320 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 497,100 | 497,100 | 500,911 | 500,911 | 555,947 CHF | 560,956 CHF | 100.00% | 100.00% |