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 | 0.71% | 1.34 CHF | 1.35 CHF | 43,500 | 43,500 | 43,304 | 43,304 | 60,663 CHF | 61,096 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.67 CHF | 1.68 CHF | 46,500 | 46,500 | 46,303 | 46,303 | 73,199 CHF | 73,662 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 1.53 CHF | 1.54 CHF | 51,900 | 51,900 | 52,518 | 52,518 | 75,340 CHF | 75,865 CHF | 99.99% | 99.99% |
10/07/2024 | 0.83% | 1.36 CHF | 1.37 CHF | 60,200 | 60,200 | 61,183 | 61,183 | 74,045 CHF | 74,657 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 65,100 | 65,100 | 64,484 | 64,484 | 73,818 CHF | 74,463 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 1.10 CHF | 1.11 CHF | 61,900 | 61,900 | 61,621 | 61,621 | 70,310 CHF | 70,926 CHF | 99.99% | 99.99% |
05/07/2024 | 0.81% | 1.14 CHF | 1.15 CHF | 59,600 | 59,600 | 58,533 | 58,533 | 72,051 CHF | 72,637 CHF | 99.82% | 99.82% |
04/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 57,200 | 57,200 | 57,147 | 57,147 | 68,696 CHF | 69,267 CHF | 99.50% | 99.50% |
03/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 59,100 | 59,100 | 58,855 | 58,855 | 75,040 CHF | 75,628 CHF | 99.36% | 99.36% |
02/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 54,700 | 54,700 | 54,456 | 54,456 | 61,626 CHF | 62,170 CHF | 99.98% | 99.98% |