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 | 1.36% | 0.78 CHF | 0.79 CHF | 340,600 | 340,600 | 189,829 | 189,829 | 142,650 CHF | 144,552 CHF | 99.99% | 99.99% |
12/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 343,300 | 343,300 | 188,754 | 188,754 | 141,434 CHF | 143,325 CHF | 100.00% | 100.00% |
11/07/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 308,500 | 308,500 | 168,134 | 168,134 | 138,218 CHF | 139,903 CHF | 100.00% | 100.00% |
10/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 313,600 | 313,600 | 172,952 | 172,952 | 142,442 CHF | 144,174 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 313,200 | 313,200 | 172,714 | 172,714 | 142,084 CHF | 143,814 CHF | 100.00% | 100.00% |
08/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 305,400 | 305,400 | 170,035 | 170,035 | 138,519 CHF | 140,223 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.83 CHF | 0.84 CHF | 326,900 | 326,900 | 182,354 | 182,354 | 143,737 CHF | 145,564 CHF | 100.00% | 100.00% |
04/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 166,300 | 166,300 | 148,634 | 148,634 | 113,684 CHF | 115,170 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 336,500 | 336,500 | 186,655 | 186,655 | 140,292 CHF | 142,162 CHF | 100.00% | 100.00% |
02/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 353,700 | 353,700 | 195,039 | 195,039 | 139,108 CHF | 141,062 CHF | 100.00% | 100.00% |