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 | 1.23% | 0.83 CHF | 0.84 CHF | 253,600 | 253,600 | 255,403 | 255,403 | 206,427 CHF | 208,981 CHF | 100.00% | 100.00% |
12/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 256,700 | 256,700 | 257,060 | 257,060 | 205,006 CHF | 207,576 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 257,300 | 257,300 | 263,111 | 263,111 | 205,446 CHF | 208,077 CHF | 100.00% | 100.00% |
10/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 267,100 | 267,100 | 269,674 | 269,674 | 204,962 CHF | 207,659 CHF | 100.00% | 100.00% |
09/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 271,400 | 271,400 | 272,419 | 272,419 | 205,820 CHF | 208,547 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 273,700 | 273,700 | 269,192 | 269,192 | 200,997 CHF | 203,689 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 266,200 | 266,200 | 269,197 | 269,197 | 206,379 CHF | 209,071 CHF | 99.78% | 99.78% |
04/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 271,200 | 271,200 | 270,961 | 270,961 | 207,026 CHF | 209,736 CHF | 100.00% | 100.00% |
03/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 270,800 | 270,800 | 276,600 | 276,600 | 210,134 CHF | 212,900 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 280,500 | 280,500 | 281,640 | 281,640 | 205,282 CHF | 208,098 CHF | 100.00% | 100.00% |