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 | 0.54% | 1.70 CHF | 1.71 CHF | 360,800 | 360,800 | 360,800 | 360,800 | 661,680 CHF | 665,288 CHF | 99.99% | 99.99% |
12/07/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 395,700 | 395,700 | 395,700 | 395,700 | 700,822 CHF | 704,779 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 432,600 | 432,600 | 432,600 | 432,600 | 713,858 CHF | 718,184 CHF | 99.90% | 99.90% |
10/07/2024 | 0.71% | 1.50 CHF | 1.51 CHF | 476,900 | 476,900 | 476,900 | 476,900 | 667,851 CHF | 672,620 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 470,400 | 470,400 | 470,400 | 470,400 | 673,387 CHF | 678,091 CHF | 99.99% | 99.99% |
08/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 489,200 | 489,200 | 489,200 | 489,200 | 673,558 CHF | 678,450 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 460,800 | 460,800 | 460,800 | 460,800 | 649,212 CHF | 653,820 CHF | 99.98% | 99.98% |
04/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 481,800 | 481,800 | 481,800 | 481,800 | 667,667 CHF | 672,485 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 484,700 | 484,700 | 484,700 | 484,700 | 652,714 CHF | 657,561 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 467,300 | 467,300 | 467,300 | 467,300 | 579,603 CHF | 584,276 CHF | 100.00% | 100.00% |