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 | 0.69% | 1.38 CHF | 1.39 CHF | 132,600 | 132,600 | 131,623 | 131,623 | 189,997 CHF | 191,314 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 135,100 | 135,100 | 136,484 | 136,484 | 196,733 CHF | 198,098 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 138,300 | 138,300 | 138,385 | 138,385 | 193,278 CHF | 194,662 CHF | 99.81% | 99.81% |
10/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 141,600 | 141,600 | 143,384 | 143,384 | 195,819 CHF | 197,253 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 142,000 | 142,000 | 140,827 | 140,827 | 195,077 CHF | 196,487 CHF | 99.72% | 99.72% |
08/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 143,200 | 143,200 | 142,754 | 142,754 | 195,435 CHF | 196,862 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 141,400 | 141,400 | 141,204 | 141,204 | 193,364 CHF | 194,776 CHF | 99.80% | 99.80% |
04/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 143,200 | 143,200 | 142,673 | 142,673 | 195,976 CHF | 197,403 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 143,300 | 143,300 | 143,300 | 143,300 | 193,353 CHF | 194,786 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 146,300 | 146,300 | 147,387 | 147,387 | 193,277 CHF | 194,751 CHF | 100.00% | 100.00% |