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 | 1.21% | 0.73 CHF | 0.74 CHF | 26,820 | 26,820 | 26,246 | 26,246 | 21,860 CHF | 22,123 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.88 CHF | 0.89 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 21,805 CHF | 22,068 CHF | 100.00% | 100.00% |
11/07/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 26,560 | 26,560 | 26,422 | 26,422 | 20,009 CHF | 20,273 CHF | 99.61% | 99.61% |
10/07/2024 | 1.42% | 0.74 CHF | 0.75 CHF | 26,740 | 26,740 | 26,524 | 26,524 | 18,698 CHF | 18,963 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 26,770 | 26,770 | 26,423 | 26,423 | 19,542 CHF | 19,806 CHF | 99.58% | 99.58% |
08/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 26,800 | 26,800 | 26,480 | 26,480 | 18,876 CHF | 19,141 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 26,890 | 26,890 | 26,533 | 26,533 | 18,987 CHF | 19,253 CHF | 100.00% | 100.00% |
04/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 26,770 | 26,770 | 26,510 | 26,510 | 19,202 CHF | 19,468 CHF | 100.00% | 100.00% |
03/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 26,820 | 26,820 | 26,626 | 26,626 | 18,195 CHF | 18,462 CHF | 100.00% | 100.00% |
02/07/2024 | 1.62% | 0.69 CHF | 0.70 CHF | 26,820 | 26,820 | 26,739 | 26,739 | 16,517 CHF | 16,785 CHF | 98.53% | 98.53% |