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 | 1.72% | 0.62 CHF | 0.63 CHF | 184,300 | 184,300 | 182,978 | 182,978 | 105,365 CHF | 107,195 CHF | 100.00% | 100.00% |
12/07/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 164,700 | 164,700 | 166,410 | 166,410 | 96,670 CHF | 98,334 CHF | 100.00% | 100.00% |
11/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 161,000 | 161,000 | 161,105 | 161,105 | 99,963 CHF | 101,574 CHF | 99.83% | 99.83% |
10/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 149,600 | 149,600 | 151,483 | 151,483 | 98,664 CHF | 100,179 CHF | 100.00% | 100.00% |
09/07/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 155,600 | 155,600 | 154,292 | 154,292 | 97,760 CHF | 99,304 CHF | 99.73% | 99.73% |
08/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 151,500 | 151,500 | 151,002 | 151,002 | 97,887 CHF | 99,397 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 157,400 | 157,400 | 157,182 | 157,182 | 102,173 CHF | 103,745 CHF | 99.81% | 99.81% |
04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 151,300 | 151,300 | 150,744 | 150,744 | 97,347 CHF | 98,854 CHF | 100.00% | 100.00% |
03/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 150,700 | 150,700 | 150,700 | 150,700 | 101,007 CHF | 102,514 CHF | 100.00% | 100.00% |
02/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 141,400 | 141,400 | 142,427 | 142,427 | 101,379 CHF | 102,804 CHF | 99.99% | 99.99% |