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 | 0.90% | 1.10 CHF | 1.11 CHF | 71,700 | 71,700 | 70,450 | 70,450 | 78,304 CHF | 79,009 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 70,600 | 70,600 | 70,031 | 70,031 | 78,798 CHF | 79,499 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 70,500 | 70,500 | 70,361 | 70,361 | 78,151 CHF | 78,856 CHF | 100.00% | 100.00% |
10/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 70,600 | 70,600 | 69,983 | 69,983 | 78,317 CHF | 79,018 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 70,400 | 70,400 | 70,146 | 70,146 | 78,136 CHF | 78,839 CHF | 90.47% | 100.00% |
08/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 70,900 | 70,900 | 70,951 | 70,951 | 77,304 CHF | 78,014 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 72,000 | 72,000 | 72,035 | 72,035 | 76,655 CHF | 77,376 CHF | 99.22% | 99.22% |
04/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 72,900 | 72,900 | 73,185 | 73,185 | 75,572 CHF | 76,304 CHF | 99.84% | 99.84% |
03/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 79,500 | 79,500 | 78,621 | 78,621 | 70,482 CHF | 71,269 CHF | 99.85% | 99.85% |
02/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 79,400 | 79,400 | 79,533 | 79,533 | 69,119 CHF | 69,915 CHF | 100.00% | 100.00% |