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 | 0.68% | 1.48 CHF | 1.49 CHF | 1,921,100 | 1,921,100 | 1,921,100 | 1,921,100 | 2,796,990 CHF | 2,816,200 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 1,978,800 | 1,978,800 | 1,978,800 | 1,978,800 | 2,740,010 CHF | 2,759,800 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 1,985,200 | 1,985,200 | 1,985,200 | 1,985,200 | 2,699,950 CHF | 2,719,810 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 2,092,200 | 2,092,200 | 2,092,200 | 2,092,200 | 2,684,700 CHF | 2,705,620 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 2,077,200 | 2,077,200 | 2,077,200 | 2,077,200 | 2,682,110 CHF | 2,702,880 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 2,064,700 | 2,064,700 | 2,064,700 | 2,064,700 | 2,698,540 CHF | 2,719,190 CHF | 98.20% | 98.20% |
05/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 2,083,700 | 2,083,700 | 2,083,700 | 2,083,700 | 2,680,790 CHF | 2,701,630 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 1,041,900 | 1,041,900 | 1,855,990 | 1,855,990 | 2,421,400 CHF | 2,439,960 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 2,075,600 | 2,075,600 | 2,075,600 | 2,075,600 | 2,708,600 CHF | 2,729,360 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 2,116,700 | 2,116,700 | 2,116,700 | 2,116,700 | 2,647,990 CHF | 2,669,160 CHF | 100.00% | 100.00% |