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 | 1.49% | 0.70 CHF | 0.71 CHF | 294,800 | 294,800 | 292,674 | 292,674 | 195,056 CHF | 197,982 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 275,800 | 275,800 | 278,650 | 278,650 | 186,367 CHF | 189,153 CHF | 100.00% | 100.00% |
11/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 273,900 | 273,900 | 274,074 | 274,074 | 189,623 CHF | 192,364 CHF | 99.82% | 99.82% |
10/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 263,100 | 263,100 | 266,371 | 266,371 | 188,794 CHF | 191,458 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 270,400 | 270,400 | 268,128 | 268,128 | 187,265 CHF | 189,949 CHF | 99.73% | 99.73% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 266,400 | 266,400 | 265,535 | 265,535 | 187,411 CHF | 190,066 CHF | 99.99% | 99.99% |
05/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 272,200 | 272,200 | 271,830 | 271,830 | 192,240 CHF | 194,958 CHF | 99.81% | 99.81% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 266,400 | 266,400 | 265,433 | 265,433 | 186,980 CHF | 189,634 CHF | 100.00% | 100.00% |
03/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 265,800 | 265,800 | 265,800 | 265,800 | 190,719 CHF | 193,377 CHF | 100.00% | 100.00% |
02/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 256,600 | 256,600 | 258,533 | 258,533 | 190,965 CHF | 193,551 CHF | 100.00% | 100.00% |