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 | 0.75% | 1.34 CHF | 1.35 CHF | 64,120 | 64,120 | 63,441 | 63,441 | 85,112 CHF | 85,747 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 67,470 | 67,470 | 67,120 | 67,120 | 83,490 CHF | 84,161 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 71,500 | 71,500 | 71,014 | 71,014 | 84,104 CHF | 84,815 CHF | 99.96% | 99.96% |
10/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 77,400 | 77,400 | 77,344 | 77,344 | 83,510 CHF | 84,285 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 79,760 | 79,760 | 78,875 | 78,875 | 82,843 CHF | 83,633 CHF | 99.39% | 99.39% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 80,690 | 80,690 | 79,867 | 79,867 | 80,896 CHF | 81,695 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 80,550 | 80,550 | 79,288 | 79,288 | 83,214 CHF | 84,008 CHF | 100.00% | 100.00% |
04/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 77,270 | 77,270 | 76,842 | 76,842 | 75,582 CHF | 76,351 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 73,190 | 73,190 | 72,175 | 72,175 | 78,962 CHF | 79,685 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 70,320 | 70,320 | 69,865 | 69,865 | 77,709 CHF | 78,408 CHF | 99.65% | 99.65% |