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 | 1.23% | 0.82 CHF | 0.83 CHF | 95,900 | 95,900 | 95,932 | 95,932 | 77,394 CHF | 78,354 CHF | 100.00% | 100.00% |
12/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 99,600 | 99,600 | 99,956 | 99,956 | 79,454 CHF | 80,454 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 96,900 | 96,900 | 96,056 | 96,056 | 77,459 CHF | 78,420 CHF | 100.00% | 100.00% |
10/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 98,600 | 98,600 | 99,179 | 99,179 | 78,740 CHF | 79,732 CHF | 100.00% | 100.00% |
09/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 96,500 | 96,500 | 96,344 | 96,344 | 75,965 CHF | 76,929 CHF | 100.00% | 100.00% |
08/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 96,100 | 96,100 | 95,400 | 95,400 | 80,139 CHF | 81,093 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 96,000 | 96,000 | 96,075 | 96,075 | 78,198 CHF | 79,159 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 101,100 | 101,100 | 101,859 | 101,859 | 81,412 CHF | 82,431 CHF | 100.00% | 100.00% |
03/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 109,000 | 109,000 | 108,776 | 108,776 | 82,354 CHF | 83,442 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 105,700 | 105,700 | 106,343 | 106,343 | 74,638 CHF | 75,702 CHF | 99.99% | 99.99% |