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 | 0.88% | 1.04 CHF | 1.05 CHF | 26,820 | 26,820 | 26,246 | 26,246 | 29,964 CHF | 30,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 26,380 | 26,380 | 26,249 | 26,249 | 29,920 CHF | 30,183 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 26,560 | 26,560 | 26,421 | 26,421 | 28,175 CHF | 28,440 CHF | 99.45% | 99.45% |
10/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 26,740 | 26,740 | 26,524 | 26,524 | 26,920 CHF | 27,186 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 26,770 | 26,770 | 26,421 | 26,421 | 27,707 CHF | 27,971 CHF | 99.58% | 99.58% |
08/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 26,800 | 26,800 | 26,478 | 26,478 | 27,059 CHF | 27,324 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 26,880 | 26,880 | 26,533 | 26,533 | 27,191 CHF | 27,457 CHF | 100.00% | 100.00% |
04/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 26,770 | 26,770 | 26,511 | 26,511 | 27,388 CHF | 27,653 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 26,820 | 26,820 | 26,626 | 26,626 | 26,425 CHF | 26,691 CHF | 100.00% | 100.00% |
02/07/2024 | 1.08% | 0.99 CHF | 1.00 CHF | 26,820 | 26,820 | 26,739 | 26,739 | 24,797 CHF | 25,065 CHF | 99.78% | 99.78% |