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 | 1.51% | 0.67 CHF | 0.68 CHF | 2,816,700 | 2,816,700 | 2,816,700 | 2,816,700 | 1,852,790 CHF | 1,880,960 CHF | 100.00% | 100.00% |
12/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 2,692,400 | 2,692,400 | 2,692,400 | 2,692,400 | 1,791,760 CHF | 1,818,690 CHF | 100.00% | 100.00% |
11/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 2,577,700 | 2,577,700 | 2,577,700 | 2,577,700 | 1,761,450 CHF | 1,787,220 CHF | 99.92% | 99.92% |
10/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 2,457,200 | 2,457,200 | 2,457,200 | 2,457,200 | 1,778,410 CHF | 1,802,990 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 2,472,000 | 2,472,000 | 2,472,000 | 2,472,000 | 1,777,610 CHF | 1,802,330 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 2,425,900 | 2,425,900 | 2,425,900 | 2,425,900 | 1,767,700 CHF | 1,791,960 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 2,489,500 | 2,489,500 | 2,489,500 | 2,489,500 | 1,802,260 CHF | 1,827,160 CHF | 100.00% | 100.00% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 2,437,600 | 2,437,600 | 2,437,600 | 2,437,600 | 1,776,010 CHF | 1,800,380 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 2,430,400 | 2,430,400 | 2,430,400 | 2,430,400 | 1,789,750 CHF | 1,814,050 CHF | 100.00% | 100.00% |
02/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 2,469,700 | 2,469,700 | 2,469,700 | 2,469,700 | 1,865,590 CHF | 1,890,290 CHF | 100.00% | 100.00% |