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 | 0.73% | 1.39 CHF | 1.40 CHF | 505,200 | 505,200 | 511,571 | 511,571 | 697,959 CHF | 703,075 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 516,000 | 516,000 | 528,246 | 528,246 | 704,121 CHF | 709,403 CHF | 99.85% | 99.85% |
11/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 536,500 | 536,500 | 545,434 | 545,434 | 705,332 CHF | 710,787 CHF | 71.49% | 71.49% |
10/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 556,800 | 556,800 | 561,687 | 561,687 | 686,308 CHF | 691,925 CHF | 99.38% | 99.38% |
09/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 565,100 | 565,100 | 557,165 | 557,165 | 679,057 CHF | 684,635 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 552,900 | 552,900 | 556,734 | 556,734 | 694,123 CHF | 699,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 559,500 | 559,500 | 568,321 | 568,321 | 700,756 CHF | 706,439 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 574,300 | 574,300 | 591,842 | 591,842 | 706,325 CHF | 712,244 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 1.21 CHF | 1.22 CHF | 603,600 | 603,600 | 619,267 | 619,267 | 712,585 CHF | 718,778 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 629,800 | 629,800 | 617,176 | 617,176 | 667,649 CHF | 673,821 CHF | 99.97% | 99.97% |