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 | 0.75% | 1.40 CHF | 1.41 CHF | 875,600 | 875,600 | 875,600 | 875,600 | 1,165,720 CHF | 1,174,480 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 1.32 CHF | 1.33 CHF | 926,800 | 926,800 | 926,800 | 926,800 | 1,130,560 CHF | 1,139,830 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 835,000 | 835,000 | 835,000 | 835,000 | 1,104,170 CHF | 1,112,520 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 927,300 | 927,300 | 927,300 | 927,300 | 1,133,350 CHF | 1,142,620 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 933,400 | 933,400 | 933,400 | 933,400 | 1,131,480 CHF | 1,140,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 939,000 | 939,000 | 939,000 | 939,000 | 1,099,630 CHF | 1,109,020 CHF | 98.68% | 98.68% |
05/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 991,700 | 991,700 | 991,700 | 991,700 | 1,096,940 CHF | 1,106,860 CHF | 99.99% | 99.99% |
04/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 495,900 | 495,900 | 883,335 | 883,335 | 981,018 CHF | 989,852 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 1,045,400 | 1,045,400 | 1,045,400 | 1,045,400 | 1,103,140 CHF | 1,113,590 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 1,114,300 | 1,114,300 | 1,114,300 | 1,114,300 | 1,047,810 CHF | 1,058,950 CHF | 100.00% | 100.00% |