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 | 0.60% | 1.70 CHF | 1.71 CHF | 324,000 | 324,000 | 329,590 | 329,590 | 546,328 CHF | 549,623 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 333,400 | 333,400 | 344,206 | 344,206 | 552,704 CHF | 556,146 CHF | 99.85% | 99.85% |
11/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 351,400 | 351,400 | 359,322 | 359,322 | 554,654 CHF | 558,247 CHF | 71.49% | 71.49% |
10/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 369,500 | 369,500 | 373,851 | 373,851 | 534,664 CHF | 538,403 CHF | 99.38% | 99.38% |
09/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 376,900 | 376,900 | 369,832 | 369,832 | 527,444 CHF | 531,146 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 365,900 | 365,900 | 369,315 | 369,315 | 543,292 CHF | 546,985 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 371,800 | 371,800 | 379,722 | 379,722 | 549,788 CHF | 553,585 CHF | 99.98% | 99.98% |
04/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 385,100 | 385,100 | 401,025 | 401,025 | 555,774 CHF | 559,785 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 411,800 | 411,800 | 426,271 | 426,271 | 562,408 CHF | 566,670 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 436,000 | 436,000 | 424,155 | 424,155 | 515,812 CHF | 520,053 CHF | 99.94% | 99.94% |