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 | 1.28% | 0.80 CHF | 0.81 CHF | 1,918,900 | 1,918,900 | 1,918,900 | 1,918,900 | 1,495,420 CHF | 1,514,610 CHF | 100.00% | 100.00% |
12/07/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 2,045,800 | 2,045,800 | 2,045,800 | 2,045,800 | 1,442,760 CHF | 1,463,220 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 2,060,400 | 2,060,400 | 2,060,400 | 2,060,400 | 1,401,710 CHF | 1,422,320 CHF | 99.99% | 99.99% |
10/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 2,304,000 | 2,304,000 | 2,304,000 | 2,304,000 | 1,394,790 CHF | 1,417,830 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 2,267,300 | 2,267,300 | 2,267,300 | 2,267,300 | 1,390,720 CHF | 1,413,390 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 2,236,900 | 2,236,900 | 2,236,900 | 2,236,900 | 1,410,100 CHF | 1,432,470 CHF | 98.21% | 98.21% |
05/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 2,279,700 | 2,279,700 | 2,279,700 | 2,279,700 | 1,388,420 CHF | 1,411,220 CHF | 100.00% | 100.00% |
04/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 1,139,900 | 1,139,900 | 2,030,570 | 2,030,570 | 1,272,060 CHF | 1,292,370 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 2,260,300 | 2,260,300 | 2,260,300 | 2,260,300 | 1,412,740 CHF | 1,435,340 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 2,358,800 | 2,358,800 | 2,358,800 | 2,358,800 | 1,350,880 CHF | 1,374,470 CHF | 100.00% | 100.00% |