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 | 0.62% | 1.62 CHF | 1.63 CHF | 78,900 | 78,900 | 79,307 | 79,307 | 126,968 CHF | 127,761 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 81,700 | 81,700 | 82,040 | 82,040 | 132,093 CHF | 132,913 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 82,900 | 82,900 | 83,372 | 83,372 | 128,202 CHF | 129,036 CHF | 100.00% | 100.00% |
10/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 86,000 | 86,000 | 86,719 | 86,719 | 130,897 CHF | 131,764 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 78,800 | 78,800 | 77,842 | 77,842 | 115,521 CHF | 116,299 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75,500 | 75,500 | 74,790 | 74,790 | 129,946 CHF | 130,694 CHF | 99.98% | 99.98% |
05/07/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 73,900 | 73,900 | 72,767 | 72,767 | 129,453 CHF | 130,181 CHF | 99.81% | 99.81% |
04/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 74,690 | 74,690 | 132,141 CHF | 132,887 CHF | 99.49% | 99.49% |
03/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 77,000 | 77,000 | 77,541 | 77,541 | 133,166 CHF | 133,942 CHF | 99.35% | 99.35% |
02/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 78,600 | 78,600 | 78,296 | 78,296 | 126,748 CHF | 127,531 CHF | 100.00% | 100.00% |