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 | 1.76% | 0.55 CHF | 0.56 CHF | 934,200 | 934,200 | 915,326 | 915,326 | 515,701 CHF | 524,854 CHF | 100.00% | 100.00% |
12/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 903,100 | 903,100 | 870,500 | 870,500 | 508,594 CHF | 517,299 CHF | 99.84% | 99.84% |
11/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 848,900 | 848,900 | 827,469 | 827,469 | 504,482 CHF | 512,757 CHF | 71.50% | 71.50% |
10/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 800,300 | 800,300 | 789,512 | 789,512 | 524,355 CHF | 532,250 CHF | 99.38% | 99.38% |
09/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 782,300 | 782,300 | 796,295 | 796,295 | 531,113 CHF | 539,084 CHF | 100.00% | 100.00% |
08/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 807,200 | 807,200 | 797,856 | 797,856 | 513,954 CHF | 521,932 CHF | 99.99% | 99.99% |
05/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 791,800 | 791,800 | 772,778 | 772,778 | 509,526 CHF | 517,254 CHF | 100.00% | 100.00% |
04/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 760,200 | 760,200 | 725,057 | 725,057 | 503,029 CHF | 510,279 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.68 CHF | 0.69 CHF | 701,600 | 701,600 | 674,034 | 674,034 | 495,277 CHF | 502,018 CHF | 100.00% | 100.00% |
02/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 655,600 | 655,600 | 675,044 | 675,044 | 544,071 CHF | 550,821 CHF | 99.97% | 99.97% |