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 | 1.11% | 0.92 CHF | 0.93 CHF | 239,600 | 239,600 | 239,600 | 239,600 | 215,391 CHF | 217,787 CHF | 99.10% | 99.10% |
12/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 250,100 | 250,100 | 250,100 | 250,100 | 229,526 CHF | 232,027 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 250,400 | 250,400 | 250,400 | 250,400 | 226,350 CHF | 228,854 CHF | 100.00% | 100.00% |
10/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 269,800 | 269,800 | 269,800 | 269,800 | 229,869 CHF | 232,567 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 248,800 | 248,800 | 248,800 | 248,800 | 204,794 CHF | 207,282 CHF | 100.00% | 100.00% |
08/07/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 246,900 | 246,900 | 246,900 | 246,900 | 233,436 CHF | 235,905 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 235,800 | 235,800 | 235,800 | 235,800 | 215,642 CHF | 218,000 CHF | 100.00% | 100.00% |
04/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 257,100 | 257,100 | 257,100 | 257,100 | 243,145 CHF | 245,716 CHF | 100.00% | 100.00% |
03/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 286,600 | 286,600 | 286,600 | 286,600 | 246,401 CHF | 249,267 CHF | 100.00% | 100.00% |
02/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 262,400 | 262,400 | 262,400 | 262,400 | 197,777 CHF | 200,401 CHF | 100.00% | 100.00% |