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 | 0.83% | 1.26 CHF | 1.27 CHF | 66,300 | 66,300 | 65,917 | 65,917 | 79,552 CHF | 80,211 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 64,000 | 64,000 | 63,983 | 63,983 | 76,671 CHF | 77,310 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 1.20 CHF | 1.21 CHF | 55,600 | 55,600 | 55,787 | 55,787 | 71,622 CHF | 72,180 CHF | 99.98% | 99.98% |
10/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 59,400 | 59,400 | 59,155 | 59,155 | 81,906 CHF | 82,497 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 62,200 | 62,200 | 60,126 | 60,126 | 78,154 CHF | 78,755 CHF | 99.73% | 99.73% |
08/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 62,300 | 62,300 | 62,041 | 62,041 | 77,196 CHF | 77,816 CHF | 99.29% | 99.29% |
05/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 62,300 | 62,300 | 62,043 | 62,043 | 74,690 CHF | 75,310 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 59,600 | 59,600 | 59,353 | 59,353 | 74,153 CHF | 74,746 CHF | 99.62% | 99.62% |
03/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 57,200 | 57,200 | 57,470 | 57,470 | 73,972 CHF | 74,547 CHF | 99.99% | 99.99% |
02/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 64,100 | 64,100 | 63,638 | 63,638 | 83,417 CHF | 84,054 CHF | 100.00% | 100.00% |