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 | 0.64% | 1.62 CHF | 1.63 CHF | 959,500 | 959,500 | 959,500 | 959,500 | 1,505,970 CHF | 1,515,560 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 1,022,900 | 1,022,900 | 1,022,900 | 1,022,900 | 1,452,890 CHF | 1,463,120 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 1,030,200 | 1,030,200 | 1,030,200 | 1,030,200 | 1,411,530 CHF | 1,421,830 CHF | 99.89% | 99.89% |
10/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 1,152,000 | 1,152,000 | 1,152,000 | 1,152,000 | 1,407,360 CHF | 1,418,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 1,133,700 | 1,133,700 | 1,133,700 | 1,133,700 | 1,403,290 CHF | 1,414,620 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 1,118,500 | 1,118,500 | 1,118,500 | 1,118,500 | 1,420,920 CHF | 1,432,110 CHF | 98.18% | 98.18% |
05/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 1,139,900 | 1,139,900 | 1,139,900 | 1,139,900 | 1,400,300 CHF | 1,411,700 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 570,000 | 570,000 | 1,015,330 | 1,015,330 | 1,280,320 CHF | 1,290,470 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 1,130,200 | 1,130,200 | 1,130,200 | 1,130,200 | 1,423,910 CHF | 1,435,210 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 1,179,400 | 1,179,400 | 1,179,400 | 1,179,400 | 1,362,470 CHF | 1,374,270 CHF | 100.00% | 100.00% |