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 | 0.71% | 1.50 CHF | 1.51 CHF | 90,700 | 90,700 | 51,997 | 51,997 | 74,776 CHF | 75,297 CHF | 99.99% | 99.99% |
12/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 92,700 | 92,700 | 50,931 | 50,931 | 74,005 CHF | 74,515 CHF | 99.98% | 99.98% |
11/07/2024 | 0.59% | 1.46 CHF | 1.47 CHF | 76,100 | 76,100 | 40,677 | 40,677 | 69,206 CHF | 69,614 CHF | 99.99% | 99.99% |
10/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 80,300 | 80,300 | 44,329 | 44,329 | 74,518 CHF | 74,962 CHF | 99.99% | 99.99% |
09/07/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 72,000 | 72,000 | 39,701 | 39,701 | 72,406 CHF | 72,804 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 70,400 | 70,400 | 38,831 | 38,831 | 72,263 CHF | 72,652 CHF | 99.99% | 99.99% |
05/07/2024 | 0.59% | 1.84 CHF | 1.85 CHF | 77,400 | 77,400 | 42,695 | 42,695 | 74,505 CHF | 74,933 CHF | 99.99% | 99.99% |
04/07/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 38,700 | 38,700 | 34,607 | 34,607 | 59,065 CHF | 59,412 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 79,000 | 79,000 | 43,951 | 43,951 | 72,559 CHF | 73,000 CHF | 96.77% | 96.77% |
02/07/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 82,000 | 82,000 | 45,214 | 45,215 | 70,994 CHF | 71,448 CHF | 99.98% | 99.98% |