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 | 1.13% | 0.89 CHF | 0.90 CHF | 1,140,700 | 1,140,700 | 1,149,960 | 1,149,960 | 1,008,000 CHF | 1,019,500 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 1,156,500 | 1,156,500 | 1,174,150 | 1,174,150 | 1,012,380 CHF | 1,024,120 CHF | 99.85% | 99.85% |
11/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 1,186,000 | 1,186,000 | 1,198,720 | 1,198,720 | 1,013,890 CHF | 1,025,880 CHF | 71.50% | 71.50% |
10/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1,215,000 | 1,215,000 | 1,221,790 | 1,221,790 | 996,055 CHF | 1,008,270 CHF | 99.38% | 99.38% |
09/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 1,226,500 | 1,226,500 | 1,214,960 | 1,214,960 | 987,737 CHF | 999,900 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 1,209,600 | 1,209,600 | 1,214,990 | 1,214,990 | 1,002,870 CHF | 1,015,020 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 1,219,000 | 1,219,000 | 1,231,360 | 1,231,360 | 1,008,920 CHF | 1,021,230 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 1,239,700 | 1,239,700 | 1,264,010 | 1,264,010 | 1,012,590 CHF | 1,025,230 CHF | 100.00% | 100.00% |
03/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 1,280,500 | 1,280,500 | 1,301,790 | 1,301,790 | 1,020,820 CHF | 1,033,830 CHF | 100.00% | 100.00% |
02/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 1,316,300 | 1,316,300 | 1,299,310 | 1,299,310 | 977,842 CHF | 990,835 CHF | 99.96% | 99.96% |