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 | 1.09% | 0.85 CHF | 0.86 CHF | 851,500 | 851,500 | 851,500 | 851,500 | 775,539 CHF | 784,054 CHF | 99.99% | 99.99% |
12/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 918,900 | 918,900 | 918,900 | 918,900 | 812,728 CHF | 821,917 CHF | 100.00% | 100.00% |
11/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 989,100 | 989,100 | 989,100 | 989,100 | 823,981 CHF | 833,872 CHF | 99.91% | 99.91% |
10/07/2024 | 1.37% | 0.77 CHF | 0.78 CHF | 1,072,000 | 1,072,000 | 1,072,000 | 1,072,000 | 777,719 CHF | 788,439 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 1,060,100 | 1,060,100 | 1,060,100 | 1,060,100 | 783,127 CHF | 793,728 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 1,094,700 | 1,094,700 | 1,094,700 | 1,094,700 | 782,317 CHF | 793,264 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.69 CHF | 0.70 CHF | 1,042,800 | 1,042,800 | 1,042,800 | 1,042,800 | 759,616 CHF | 770,044 CHF | 99.99% | 99.99% |
04/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 1,081,500 | 1,081,500 | 1,081,500 | 1,081,500 | 777,257 CHF | 788,072 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 1,087,000 | 1,087,000 | 1,087,000 | 1,087,000 | 762,581 CHF | 773,451 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 1,055,000 | 1,055,000 | 1,055,000 | 1,055,000 | 690,820 CHF | 701,370 CHF | 99.99% | 99.99% |