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 | 0.68% | 1.46 CHF | 1.47 CHF | 234,000 | 234,000 | 234,782 | 234,782 | 343,462 CHF | 345,810 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 235,400 | 235,400 | 238,807 | 238,807 | 347,216 CHF | 349,604 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 241,100 | 241,100 | 241,100 | 241,100 | 346,951 CHF | 349,362 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 241,100 | 241,100 | 240,921 | 240,921 | 342,360 CHF | 344,769 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 240,800 | 240,800 | 237,762 | 237,762 | 338,812 CHF | 341,192 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 236,300 | 236,300 | 239,784 | 239,784 | 348,590 CHF | 350,988 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 242,200 | 242,200 | 242,860 | 242,860 | 346,158 CHF | 348,586 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 243,400 | 243,400 | 248,310 | 248,310 | 347,867 CHF | 350,350 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 251,700 | 251,700 | 252,417 | 252,417 | 347,206 CHF | 349,730 CHF | 100.00% | 100.00% |
02/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 252,900 | 252,900 | 248,938 | 248,938 | 338,381 CHF | 340,870 CHF | 99.98% | 99.98% |