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 | 1.40% | 0.75 CHF | 0.76 CHF | 120,800 | 120,800 | 118,288 | 118,288 | 83,662 CHF | 84,845 CHF | 99.97% | 99.97% |
12/07/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 110,800 | 110,800 | 111,467 | 111,467 | 76,178 CHF | 77,292 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 108,600 | 108,600 | 109,276 | 109,276 | 78,085 CHF | 79,178 CHF | 100.00% | 100.00% |
10/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 103,000 | 103,000 | 102,925 | 102,925 | 74,345 CHF | 75,375 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 107,300 | 107,300 | 106,051 | 106,051 | 80,164 CHF | 81,224 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 110,200 | 110,200 | 109,474 | 109,474 | 79,747 CHF | 80,842 CHF | 99.99% | 99.99% |
05/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 105,600 | 105,600 | 104,096 | 104,096 | 74,718 CHF | 75,759 CHF | 99.82% | 99.82% |
04/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 102,100 | 102,100 | 101,642 | 101,642 | 75,892 CHF | 76,909 CHF | 99.50% | 99.50% |
03/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 104,500 | 104,500 | 103,243 | 103,243 | 77,762 CHF | 78,794 CHF | 100.00% | 100.00% |
02/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 107,300 | 107,300 | 107,311 | 107,311 | 83,817 CHF | 84,890 CHF | 100.00% | 100.00% |