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 | 0.84% | 1.21 CHF | 1.22 CHF | 99,200 | 99,200 | 98,908 | 98,908 | 117,343 CHF | 118,332 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 86,000 | 86,000 | 86,742 | 86,742 | 95,994 CHF | 96,865 CHF | 99.99% | 99.99% |
11/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 81,400 | 81,400 | 81,400 | 81,400 | 98,406 CHF | 99,220 CHF | 99.82% | 99.82% |
10/07/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 76,500 | 76,500 | 76,934 | 76,934 | 100,797 CHF | 101,567 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 82,800 | 82,800 | 81,625 | 81,625 | 106,831 CHF | 107,647 CHF | 99.73% | 99.73% |
08/07/2024 | 0.83% | 1.28 CHF | 1.29 CHF | 93,600 | 93,600 | 92,081 | 92,081 | 111,158 CHF | 112,079 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 92,600 | 92,600 | 92,742 | 92,742 | 104,206 CHF | 105,133 CHF | 99.80% | 99.80% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 89,400 | 89,400 | 89,400 | 89,400 | 101,721 CHF | 102,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 86,200 | 86,200 | 86,207 | 86,207 | 97,916 CHF | 98,778 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 89,300 | 89,300 | 89,537 | 89,537 | 108,217 CHF | 109,113 CHF | 100.00% | 100.00% |