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 | 0.54% | 1.86 CHF | 1.87 CHF | 107,800 | 107,800 | 107,800 | 107,800 | 200,204 CHF | 201,282 CHF | 99.99% | 99.99% |
12/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 111,200 | 111,200 | 112,723 | 112,723 | 196,708 CHF | 197,835 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 119,200 | 119,200 | 119,200 | 119,200 | 199,970 CHF | 201,162 CHF | 99.99% | 99.99% |
10/07/2024 | 0.64% | 1.63 CHF | 1.64 CHF | 125,500 | 125,500 | 125,504 | 125,504 | 195,315 CHF | 196,570 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 131,100 | 131,100 | 129,354 | 129,354 | 196,741 CHF | 198,034 CHF | 99.73% | 99.73% |
08/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 131,700 | 131,700 | 131,700 | 131,700 | 194,463 CHF | 195,780 CHF | 99.28% | 99.28% |
05/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 131,500 | 131,500 | 129,788 | 129,788 | 197,317 CHF | 198,615 CHF | 99.99% | 99.99% |
04/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 127,300 | 127,300 | 127,300 | 127,300 | 183,758 CHF | 185,030 CHF | 99.62% | 99.62% |
03/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 119,400 | 119,400 | 119,443 | 119,443 | 187,569 CHF | 188,764 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 117,100 | 117,100 | 117,100 | 117,100 | 186,402 CHF | 187,573 CHF | 100.00% | 100.00% |