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 | 1.39% | 0.70 CHF | 0.71 CHF | 953,100 | 953,100 | 938,434 | 938,434 | 669,989 CHF | 679,373 CHF | 100.00% | 100.00% |
12/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 929,000 | 929,000 | 903,487 | 903,487 | 662,465 CHF | 671,500 CHF | 99.85% | 99.85% |
11/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 886,600 | 886,600 | 869,527 | 869,527 | 659,232 CHF | 667,927 CHF | 71.51% | 71.51% |
10/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 847,900 | 847,900 | 839,198 | 839,198 | 678,804 CHF | 687,196 CHF | 99.38% | 99.38% |
09/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 833,400 | 833,400 | 844,521 | 844,521 | 684,417 CHF | 692,872 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 853,600 | 853,600 | 846,052 | 846,052 | 667,141 CHF | 675,602 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 841,300 | 841,300 | 825,878 | 825,878 | 663,375 CHF | 671,634 CHF | 100.00% | 100.00% |
04/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 815,700 | 815,700 | 786,963 | 786,963 | 656,639 CHF | 664,508 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 767,800 | 767,800 | 744,838 | 744,838 | 649,189 CHF | 656,638 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 729,500 | 729,500 | 745,951 | 745,951 | 696,340 CHF | 703,799 CHF | 99.95% | 99.95% |