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 | 0.63% | 1.57 CHF | 1.58 CHF | 77,700 | 77,700 | 77,998 | 77,998 | 123,278 CHF | 124,058 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 65,520 | 65,520 | 74,731 CHF | 75,386 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 63,500 | 63,500 | 63,754 | 63,754 | 75,263 CHF | 75,901 CHF | 99.82% | 99.82% |
10/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 62,800 | 62,800 | 63,042 | 63,042 | 78,527 CHF | 79,158 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 66,200 | 66,200 | 65,406 | 65,406 | 78,673 CHF | 79,328 CHF | 99.73% | 99.73% |
08/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 66,900 | 66,900 | 66,531 | 66,531 | 78,069 CHF | 78,735 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 69,200 | 69,200 | 68,323 | 68,323 | 75,744 CHF | 76,427 CHF | 99.80% | 99.80% |
04/07/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 65,400 | 65,400 | 65,634 | 65,634 | 75,773 CHF | 76,430 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 63,600 | 63,600 | 63,929 | 63,929 | 76,098 CHF | 76,737 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 1.21 CHF | 1.22 CHF | 63,500 | 63,500 | 63,886 | 63,886 | 80,331 CHF | 80,970 CHF | 100.00% | 100.00% |