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 | 1.81% | 1.01 CHF | 1.03 CHF | 26,820 | 26,820 | 26,245 | 26,245 | 29,151 CHF | 29,676 CHF | 100.00% | 100.00% |
12/07/2024 | 1.81% | 1.16 CHF | 1.18 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 29,068 CHF | 29,593 CHF | 100.00% | 100.00% |
11/07/2024 | 1.93% | 1.06 CHF | 1.08 CHF | 26,570 | 26,570 | 26,421 | 26,421 | 27,344 CHF | 27,873 CHF | 99.10% | 99.10% |
10/07/2024 | 2.03% | 1.02 CHF | 1.04 CHF | 26,740 | 26,740 | 26,524 | 26,524 | 26,094 CHF | 26,625 CHF | 100.00% | 100.00% |
09/07/2024 | 1.97% | 0.97 CHF | 0.99 CHF | 26,770 | 26,770 | 26,419 | 26,419 | 26,862 CHF | 27,391 CHF | 99.20% | 99.20% |
08/07/2024 | 2.02% | 0.98 CHF | 1.00 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 26,229 CHF | 26,759 CHF | 100.00% | 100.00% |
05/07/2024 | 2.01% | 0.95 CHF | 0.97 CHF | 26,880 | 26,880 | 26,533 | 26,533 | 26,366 CHF | 26,897 CHF | 99.91% | 99.91% |
04/07/2024 | 2.00% | 1.01 CHF | 1.03 CHF | 26,760 | 26,760 | 26,510 | 26,510 | 26,559 CHF | 27,090 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.99 CHF | 1.01 CHF | 26,820 | 26,820 | 26,625 | 26,625 | 25,592 CHF | 26,125 CHF | 100.00% | 100.00% |
02/07/2024 | 2.23% | 0.96 CHF | 0.98 CHF | 26,820 | 26,820 | 26,741 | 26,741 | 23,965 CHF | 24,500 CHF | 99.71% | 99.71% |