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 | 0.94% | 1.00 CHF | 1.01 CHF | 381,100 | 381,100 | 381,100 | 381,100 | 405,345 CHF | 409,156 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 1.17 CHF | 1.18 CHF | 436,200 | 436,200 | 436,200 | 436,200 | 462,458 CHF | 466,820 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 452,300 | 452,300 | 452,300 | 452,300 | 449,267 CHF | 453,790 CHF | 99.90% | 99.90% |
10/07/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 507,100 | 507,100 | 507,100 | 507,100 | 451,415 CHF | 456,486 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.82 CHF | 0.83 CHF | 431,100 | 431,100 | 431,100 | 431,100 | 392,411 CHF | 396,722 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.00 CHF | 1.01 CHF | 420,300 | 420,300 | 420,300 | 420,300 | 447,245 CHF | 451,448 CHF | 98.73% | 98.73% |
05/07/2024 | 0.92% | 1.01 CHF | 1.02 CHF | 412,200 | 412,200 | 412,200 | 412,200 | 445,420 CHF | 449,542 CHF | 99.98% | 99.98% |
04/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 431,400 | 431,400 | 431,400 | 431,400 | 447,920 CHF | 452,234 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 487,700 | 487,700 | 487,700 | 487,700 | 479,582 CHF | 484,459 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 461,200 | 461,200 | 461,200 | 461,200 | 380,386 CHF | 384,998 CHF | 100.00% | 100.00% |