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 | 1.11% | 0.92 CHF | 0.93 CHF | 360,600 | 360,600 | 161,189 | 161,189 | 147,834 CHF | 149,451 CHF | 99.96% | 99.96% |
12/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 356,200 | 356,200 | 159,471 | 159,471 | 146,953 CHF | 148,551 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 0.94 CHF | 0.95 CHF | 321,300 | 321,300 | 140,484 | 140,484 | 143,801 CHF | 145,215 CHF | 99.99% | 99.99% |
10/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 316,400 | 316,400 | 140,984 | 140,984 | 147,578 CHF | 148,990 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 316,600 | 316,600 | 141,704 | 141,704 | 149,278 CHF | 150,698 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 311,400 | 311,400 | 139,327 | 139,327 | 147,238 CHF | 148,634 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 326,000 | 326,000 | 145,281 | 145,281 | 150,557 CHF | 152,013 CHF | 99.81% | 99.81% |
04/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 130,400 | 130,400 | 104,478 | 104,478 | 106,705 CHF | 107,750 CHF | 98.30% | 98.30% |
03/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 309,900 | 309,900 | 137,780 | 137,780 | 145,061 CHF | 146,442 CHF | 100.00% | 100.00% |
02/07/2024 | 1.02% | 1.02 CHF | 1.03 CHF | 327,000 | 327,000 | 145,919 | 145,919 | 145,414 CHF | 146,876 CHF | 100.00% | 100.00% |