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 | 0.59% | 1.70 CHF | 1.71 CHF | 162,900 | 162,900 | 163,561 | 163,561 | 278,008 CHF | 279,644 CHF | 99.99% | 99.99% |
12/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 164,100 | 164,100 | 166,969 | 166,969 | 281,431 CHF | 283,101 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 168,900 | 168,900 | 168,840 | 168,840 | 281,183 CHF | 282,872 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 168,900 | 168,900 | 168,721 | 168,721 | 276,684 CHF | 278,372 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 168,700 | 168,700 | 166,104 | 166,104 | 273,142 CHF | 274,805 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 164,700 | 164,700 | 167,704 | 167,704 | 282,801 CHF | 284,478 CHF | 99.99% | 99.99% |
05/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 169,800 | 169,800 | 170,400 | 170,400 | 280,379 CHF | 282,083 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 170,800 | 170,800 | 174,991 | 174,991 | 281,735 CHF | 283,485 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 177,900 | 177,900 | 178,498 | 178,498 | 281,109 CHF | 282,894 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 178,900 | 178,900 | 175,478 | 175,478 | 272,479 CHF | 274,234 CHF | 100.00% | 100.00% |