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 | 1.00% | 53.22 CHF | 53.75 CHF | 12,263 | 11,998 | 12,404 | 12,359 | 657,763 CHF | 661,931 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 48.96 CHF | 49.45 CHF | 12,500 | 12,250 | 12,500 | 12,251 | 605,975 CHF | 599,897 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 48.82 CHF | 49.31 CHF | 12,345 | 12,500 | 12,443 | 12,500 | 614,998 CHF | 624,044 CHF | 99.94% | 99.94% |
10/07/2024 | 1.00% | 49.02 CHF | 49.51 CHF | 12,500 | 11,501 | 12,500 | 11,990 | 618,941 CHF | 599,700 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 48.52 CHF | 49.01 CHF | 12,500 | 10,100 | 12,500 | 12,046 | 608,714 CHF | 592,542 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 47.85 CHF | 48.33 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 602,270 CHF | 608,334 CHF | 99.72% | 99.72% |
05/07/2024 | 1.00% | 47.81 CHF | 48.29 CHF | 11,950 | 11,675 | 12,032 | 11,993 | 561,546 CHF | 565,243 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 48.93 CHF | 49.42 CHF | 12,194 | 12,199 | 12,381 | 12,268 | 607,074 CHF | 607,547 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 51.20 CHF | 51.71 CHF | 12,473 | 12,104 | 12,474 | 12,207 | 642,348 CHF | 634,950 CHF | 99.69% | 99.69% |
02/07/2024 | 1.00% | 52.93 CHF | 53.46 CHF | 12,500 | 12,380 | 12,500 | 12,381 | 668,093 CHF | 668,406 CHF | 100.00% | 100.00% |