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 | 1.01% | 1.00 CHF | 1.01 CHF | 78,620 | 78,620 | 77,809 | 77,809 | 77,533 CHF | 78,312 CHF | 99.99% | 99.99% |
12/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 79,410 | 79,410 | 79,015 | 79,015 | 72,445 CHF | 73,236 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 80,340 | 80,340 | 79,708 | 79,708 | 69,169 CHF | 69,967 CHF | 99.39% | 99.39% |
10/07/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 81,150 | 81,150 | 81,083 | 81,103 | 62,534 CHF | 63,360 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 82,540 | 82,540 | 81,544 | 81,544 | 60,661 CHF | 61,477 CHF | 99.49% | 99.49% |
08/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 82,990 | 82,990 | 82,089 | 82,089 | 58,177 CHF | 58,999 CHF | 99.97% | 99.97% |
05/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 82,950 | 82,950 | 81,653 | 81,653 | 60,808 CHF | 61,625 CHF | 100.00% | 100.00% |
04/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 83,130 | 83,130 | 82,713 | 82,713 | 56,476 CHF | 57,304 CHF | 100.00% | 100.00% |
03/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 82,160 | 82,160 | 80,998 | 80,998 | 63,614 CHF | 64,425 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 81,000 | 81,000 | 80,520 | 80,520 | 64,496 CHF | 65,302 CHF | 99.74% | 99.74% |