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 | 0.88% | 1.11 CHF | 1.12 CHF | 467,100 | 467,100 | 457,663 | 457,663 | 519,869 CHF | 524,445 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 451,600 | 451,600 | 435,271 | 435,271 | 512,921 CHF | 517,273 CHF | 99.85% | 99.85% |
11/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 424,500 | 424,500 | 413,764 | 413,764 | 509,059 CHF | 513,197 CHF | 71.51% | 71.51% |
10/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 400,200 | 400,200 | 394,776 | 394,776 | 529,166 CHF | 533,113 CHF | 99.38% | 99.38% |
09/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 391,200 | 391,200 | 398,196 | 398,196 | 535,629 CHF | 539,615 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 403,600 | 403,600 | 398,928 | 398,928 | 518,237 CHF | 522,227 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 395,900 | 395,900 | 386,420 | 386,420 | 513,583 CHF | 517,447 CHF | 99.99% | 99.99% |
04/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 380,100 | 380,100 | 362,558 | 362,558 | 506,776 CHF | 510,401 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.38 CHF | 1.39 CHF | 350,800 | 350,800 | 337,047 | 337,047 | 498,778 CHF | 502,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 327,800 | 327,800 | 337,553 | 337,553 | 547,479 CHF | 550,855 CHF | 99.96% | 99.96% |