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 | 0.66% | 1.55 CHF | 1.56 CHF | 261,300 | 261,300 | 116,846 | 116,846 | 180,949 CHF | 182,121 CHF | 99.97% | 99.97% |
12/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 259,000 | 259,000 | 115,946 | 115,946 | 180,163 CHF | 181,325 CHF | 99.99% | 99.99% |
11/07/2024 | 0.60% | 1.58 CHF | 1.59 CHF | 239,900 | 239,900 | 104,894 | 104,894 | 176,977 CHF | 178,032 CHF | 99.98% | 99.98% |
10/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 235,800 | 235,800 | 105,093 | 105,093 | 180,628 CHF | 181,681 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 235,900 | 235,900 | 105,578 | 105,578 | 182,498 CHF | 183,555 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 233,000 | 233,000 | 104,249 | 104,249 | 180,488 CHF | 181,533 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 241,200 | 241,200 | 107,493 | 107,493 | 183,334 CHF | 184,411 CHF | 99.81% | 99.81% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 96,500 | 96,500 | 77,310 | 77,310 | 130,358 CHF | 131,131 CHF | 98.30% | 98.30% |
03/07/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 232,200 | 232,200 | 103,245 | 103,245 | 178,283 CHF | 179,318 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 241,900 | 241,900 | 107,935 | 107,935 | 178,463 CHF | 179,544 CHF | 99.99% | 99.99% |