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 | 0.72% | 1.38 CHF | 1.39 CHF | 98,400 | 98,400 | 98,400 | 98,400 | 135,641 CHF | 136,625 CHF | 99.99% | 99.99% |
12/07/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 103,600 | 103,600 | 105,002 | 105,002 | 132,249 CHF | 133,299 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 113,700 | 113,700 | 113,700 | 113,700 | 135,260 CHF | 136,397 CHF | 99.99% | 99.99% |
10/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 123,700 | 123,700 | 123,704 | 123,704 | 132,043 CHF | 133,280 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 130,100 | 130,100 | 128,360 | 128,360 | 132,589 CHF | 133,872 CHF | 99.74% | 99.74% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 131,100 | 131,100 | 131,100 | 131,100 | 129,740 CHF | 131,051 CHF | 99.31% | 99.31% |
05/07/2024 | 0.96% | 0.99 CHF | 1.00 CHF | 130,800 | 130,800 | 129,089 | 129,089 | 133,165 CHF | 134,456 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 123,800 | 123,800 | 123,800 | 123,800 | 118,398 CHF | 119,636 CHF | 99.63% | 99.63% |
03/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 113,700 | 113,700 | 113,740 | 113,740 | 123,211 CHF | 124,348 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 121,536 CHF | 122,636 CHF | 99.99% | 99.99% |