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 | 1.18% | 0.84 CHF | 0.85 CHF | 325,700 | 325,700 | 327,023 | 327,023 | 276,334 CHF | 279,604 CHF | 100.00% | 100.00% |
12/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 328,100 | 328,100 | 333,838 | 333,838 | 279,563 CHF | 282,901 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 337,700 | 337,700 | 337,640 | 337,640 | 279,205 CHF | 282,582 CHF | 100.00% | 100.00% |
10/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 337,700 | 337,700 | 337,402 | 337,402 | 275,141 CHF | 278,515 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 337,300 | 337,300 | 332,169 | 332,169 | 271,547 CHF | 274,872 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 329,400 | 329,400 | 335,347 | 335,347 | 281,327 CHF | 284,680 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 339,500 | 339,500 | 340,701 | 340,701 | 278,525 CHF | 281,932 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 341,500 | 341,500 | 349,942 | 349,942 | 280,049 CHF | 283,548 CHF | 100.00% | 100.00% |
03/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 355,700 | 355,700 | 356,956 | 356,956 | 279,277 CHF | 282,847 CHF | 100.00% | 100.00% |
02/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 357,800 | 357,800 | 350,956 | 350,956 | 270,411 CHF | 273,920 CHF | 99.98% | 99.98% |