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 | 0.99% | 1.06 CHF | 1.07 CHF | 403,000 | 403,000 | 396,097 | 396,097 | 402,975 CHF | 406,940 CHF | 97.35% | 97.35% |
12/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 375,000 | 375,000 | 372,742 | 372,742 | 386,910 CHF | 390,642 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 355,000 | 355,000 | 352,027 | 352,027 | 379,366 CHF | 382,890 CHF | 99.71% | 99.71% |
10/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 335,000 | 335,000 | 333,151 | 333,151 | 392,754 CHF | 396,089 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 340,000 | 340,000 | 335,198 | 335,198 | 390,677 CHF | 394,033 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 331,000 | 331,000 | 327,042 | 327,042 | 388,830 CHF | 392,104 CHF | 99.72% | 99.72% |
05/07/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 344,000 | 344,000 | 339,302 | 339,302 | 400,221 CHF | 403,617 CHF | 99.76% | 99.76% |
04/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 332,000 | 332,000 | 329,876 | 329,876 | 392,740 CHF | 396,042 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 332,000 | 332,000 | 329,161 | 329,161 | 397,470 CHF | 400,765 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 340,000 | 340,000 | 337,772 | 337,772 | 424,316 CHF | 427,698 CHF | 99.88% | 99.88% |