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% | 0.85 CHF | 0.86 CHF | 2,019,500 | 2,019,500 | 2,019,500 | 2,019,500 | 1,657,630 CHF | 1,677,830 CHF | 99.99% | 99.99% |
12/07/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 2,094,700 | 2,094,700 | 2,094,700 | 2,094,700 | 1,621,530 CHF | 1,642,470 CHF | 100.00% | 100.00% |
11/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 1,962,600 | 1,962,600 | 1,962,600 | 1,962,600 | 1,601,880 CHF | 1,621,500 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 2,101,100 | 2,101,100 | 2,101,100 | 2,101,100 | 1,625,070 CHF | 1,646,080 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 2,109,900 | 2,109,900 | 2,109,900 | 2,109,900 | 1,622,920 CHF | 1,644,020 CHF | 100.00% | 100.00% |
08/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 2,118,100 | 2,118,100 | 2,118,100 | 2,118,100 | 1,590,890 CHF | 1,612,070 CHF | 98.68% | 98.68% |
05/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 2,193,800 | 2,193,800 | 2,193,800 | 2,193,800 | 1,583,640 CHF | 1,605,580 CHF | 100.00% | 100.00% |
04/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 1,096,900 | 1,096,900 | 1,954,050 | 1,954,050 | 1,421,480 CHF | 1,441,020 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 2,269,400 | 2,269,400 | 2,269,400 | 2,269,400 | 1,587,500 CHF | 1,610,190 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 2,364,700 | 2,364,700 | 2,364,700 | 2,364,700 | 1,533,190 CHF | 1,556,840 CHF | 99.99% | 99.99% |