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 | 1.87% | 0.53 CHF | 0.54 CHF | 644,700 | 644,700 | 357,886 | 357,886 | 193,571 CHF | 197,157 CHF | 98.88% | 98.88% |
12/07/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 612,100 | 612,100 | 341,787 | 341,787 | 204,432 CHF | 207,856 CHF | 99.99% | 99.99% |
11/07/2024 | 1.78% | 0.62 CHF | 0.63 CHF | 704,300 | 704,300 | 378,854 | 378,854 | 219,671 CHF | 223,483 CHF | 100.00% | 100.00% |
10/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 622,500 | 622,500 | 345,601 | 345,601 | 206,540 CHF | 210,006 CHF | 99.89% | 99.89% |
09/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 619,700 | 619,700 | 342,542 | 342,542 | 211,934 CHF | 215,366 CHF | 99.43% | 99.43% |
08/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 609,000 | 609,000 | 335,995 | 335,995 | 213,341 CHF | 216,709 CHF | 100.00% | 100.00% |
05/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 545,300 | 545,300 | 303,604 | 303,604 | 207,961 CHF | 211,003 CHF | 99.35% | 99.35% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 276,400 | 276,400 | 246,982 | 246,982 | 173,338 CHF | 175,808 CHF | 99.50% | 99.50% |
03/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 544,300 | 544,300 | 299,782 | 299,782 | 215,843 CHF | 218,846 CHF | 99.36% | 99.36% |
02/07/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 494,500 | 494,500 | 278,666 | 278,666 | 213,097 CHF | 215,889 CHF | 100.00% | 100.00% |