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 | 1.73% | 0.54 CHF | 0.55 CHF | 1,051,500 | 1,051,500 | 1,051,500 | 1,051,500 | 603,144 CHF | 613,659 CHF | 100.00% | 100.00% |
12/07/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 1,195,700 | 1,195,700 | 1,195,700 | 1,195,700 | 714,961 CHF | 726,918 CHF | 100.00% | 100.00% |
11/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 1,286,600 | 1,286,600 | 1,286,600 | 1,286,600 | 688,192 CHF | 701,058 CHF | 100.00% | 100.00% |
10/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 1,406,200 | 1,406,200 | 1,406,200 | 1,406,200 | 683,843 CHF | 697,905 CHF | 100.00% | 100.00% |
09/07/2024 | 1.99% | 0.44 CHF | 0.45 CHF | 1,159,600 | 1,159,600 | 1,158,310 | 1,158,310 | 578,410 CHF | 590,006 CHF | 100.00% | 100.00% |
08/07/2024 | 1.59% | 0.57 CHF | 0.58 CHF | 1,074,500 | 1,074,500 | 1,074,500 | 1,074,500 | 670,293 CHF | 681,038 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.60 CHF | 0.61 CHF | 1,042,100 | 1,042,100 | 1,042,100 | 1,042,100 | 675,511 CHF | 685,932 CHF | 99.64% | 99.64% |
04/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 1,135,600 | 1,135,600 | 1,135,600 | 1,135,600 | 710,992 CHF | 722,348 CHF | 99.27% | 99.27% |
03/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 1,288,100 | 1,288,100 | 1,288,100 | 1,288,100 | 740,714 CHF | 753,595 CHF | 100.00% | 100.00% |
02/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 1,243,400 | 1,243,400 | 1,243,400 | 1,243,400 | 589,321 CHF | 601,755 CHF | 100.00% | 100.00% |