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 | 1.75% | 0.61 CHF | 0.62 CHF | 225,400 | 225,400 | 102,707 | 102,707 | 60,048 CHF | 61,077 CHF | 99.99% | 99.99% |
12/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 228,100 | 228,100 | 102,970 | 102,970 | 59,625 CHF | 60,656 CHF | 100.00% | 100.00% |
11/07/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 242,900 | 242,900 | 110,061 | 110,061 | 59,130 CHF | 60,233 CHF | 99.99% | 99.99% |
10/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 256,400 | 256,400 | 115,860 | 115,860 | 59,081 CHF | 60,241 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 265,100 | 265,100 | 118,203 | 118,203 | 58,038 CHF | 59,222 CHF | 99.73% | 99.73% |
08/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 271,500 | 271,500 | 121,308 | 121,308 | 62,267 CHF | 63,486 CHF | 99.29% | 99.29% |
05/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 279,100 | 279,100 | 124,914 | 124,914 | 58,022 CHF | 59,274 CHF | 100.00% | 100.00% |
04/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 111,700 | 111,700 | 87,401 | 87,401 | 41,072 CHF | 41,946 CHF | 99.62% | 99.62% |
03/07/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 253,100 | 253,100 | 111,678 | 111,678 | 57,161 CHF | 58,280 CHF | 100.00% | 100.00% |
02/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 244,300 | 244,300 | 109,412 | 109,412 | 57,513 CHF | 58,609 CHF | 100.00% | 100.00% |