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 | 0.99% | 1.00 CHF | 1.01 CHF | 71,700 | 71,700 | 70,445 | 70,445 | 71,516 CHF | 72,221 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70,600 | 70,600 | 70,008 | 70,008 | 72,041 CHF | 72,742 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 70,600 | 70,600 | 70,398 | 70,398 | 71,410 CHF | 72,115 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70,600 | 70,600 | 69,959 | 69,959 | 71,690 CHF | 72,390 CHF | 97.26% | 100.00% |
09/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 70,500 | 70,500 | 70,256 | 70,256 | 71,426 CHF | 72,129 CHF | 97.58% | 100.00% |
08/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 70,900 | 70,900 | 70,932 | 70,932 | 70,460 CHF | 71,171 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 72,000 | 72,000 | 72,010 | 72,010 | 69,610 CHF | 70,330 CHF | 99.22% | 99.22% |
04/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 72,800 | 72,800 | 73,146 | 73,146 | 68,494 CHF | 69,227 CHF | 99.84% | 99.84% |
03/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 79,500 | 79,500 | 78,583 | 78,583 | 62,710 CHF | 63,496 CHF | 99.85% | 99.85% |
02/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 79,400 | 79,400 | 79,529 | 79,529 | 61,404 CHF | 62,200 CHF | 100.00% | 100.00% |