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 | 0.57% | 1.70 CHF | 1.71 CHF | 37,300 | 37,300 | 36,534 | 36,534 | 64,084 CHF | 64,449 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 36,600 | 36,600 | 36,540 | 36,540 | 64,055 CHF | 64,421 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 36,900 | 36,900 | 36,797 | 36,797 | 63,087 CHF | 63,455 CHF | 99.85% | 99.85% |
10/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 37,500 | 37,500 | 37,287 | 37,287 | 60,750 CHF | 61,123 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 37,600 | 37,600 | 37,040 | 37,040 | 61,658 CHF | 62,029 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 37,500 | 37,500 | 37,010 | 37,010 | 61,616 CHF | 61,986 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 37,500 | 37,500 | 36,848 | 36,848 | 62,579 CHF | 62,948 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 37,200 | 37,200 | 37,138 | 37,138 | 61,610 CHF | 61,982 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 37,800 | 37,800 | 37,327 | 37,327 | 60,795 CHF | 61,169 CHF | 99.88% | 99.88% |
02/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 38,000 | 38,000 | 37,874 | 37,874 | 58,425 CHF | 58,804 CHF | 99.88% | 99.88% |