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 | 0.82% | 1.19 CHF | 1.20 CHF | 30,600 | 30,600 | 30,513 | 30,513 | 37,278 CHF | 37,583 CHF | 99.44% | 99.44% |
12/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 29,100 | 29,100 | 29,225 | 29,225 | 41,442 CHF | 41,734 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 1.43 CHF | 1.44 CHF | 33,000 | 33,000 | 33,255 | 33,255 | 44,174 CHF | 44,506 CHF | 99.83% | 99.83% |
10/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 35,200 | 35,200 | 35,254 | 35,254 | 43,924 CHF | 44,277 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 1.19 CHF | 1.20 CHF | 33,900 | 33,900 | 33,399 | 33,399 | 41,976 CHF | 42,310 CHF | 99.74% | 99.74% |
08/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 31,200 | 31,200 | 31,071 | 31,071 | 40,120 CHF | 40,431 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 32,900 | 32,900 | 33,232 | 33,232 | 44,274 CHF | 44,606 CHF | 99.81% | 99.81% |
04/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 34,600 | 34,600 | 34,917 | 34,917 | 42,969 CHF | 43,318 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.21 CHF | 1.22 CHF | 37,500 | 37,500 | 37,851 | 37,851 | 42,485 CHF | 42,864 CHF | 100.00% | 100.00% |
02/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 35,900 | 35,900 | 35,740 | 35,740 | 40,696 CHF | 41,053 CHF | 100.00% | 100.00% |