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 | 1.14% | 1.66 CHF | 1.68 CHF | 26,820 | 26,820 | 26,245 | 26,245 | 46,215 CHF | 46,741 CHF | 100.00% | 100.00% |
12/07/2024 | 1.14% | 1.81 CHF | 1.83 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 46,130 CHF | 46,656 CHF | 100.00% | 100.00% |
11/07/2024 | 1.19% | 1.71 CHF | 1.73 CHF | 26,570 | 26,570 | 26,420 | 26,420 | 44,518 CHF | 45,047 CHF | 99.10% | 99.10% |
10/07/2024 | 1.23% | 1.67 CHF | 1.69 CHF | 26,730 | 26,730 | 26,525 | 26,525 | 43,316 CHF | 43,847 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 1.62 CHF | 1.64 CHF | 26,770 | 26,770 | 26,419 | 26,419 | 44,035 CHF | 44,564 CHF | 99.20% | 99.20% |
08/07/2024 | 1.22% | 1.63 CHF | 1.65 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 43,436 CHF | 43,966 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 1.60 CHF | 1.62 CHF | 26,880 | 26,880 | 26,532 | 26,532 | 43,595 CHF | 44,126 CHF | 99.96% | 99.96% |
04/07/2024 | 1.22% | 1.66 CHF | 1.68 CHF | 26,760 | 26,760 | 26,512 | 26,512 | 43,775 CHF | 44,305 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 1.64 CHF | 1.66 CHF | 26,820 | 26,820 | 26,624 | 26,624 | 42,850 CHF | 43,383 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 1.61 CHF | 1.63 CHF | 26,820 | 26,820 | 26,741 | 26,741 | 41,332 CHF | 41,867 CHF | 99.93% | 99.93% |