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 | 1.45% | 0.62 CHF | 0.63 CHF | 57,900 | 57,900 | 57,206 | 57,206 | 39,246 CHF | 39,818 CHF | 100.00% | 100.00% |
12/07/2024 | 1.45% | 0.73 CHF | 0.74 CHF | 61,700 | 61,700 | 62,129 | 62,129 | 42,702 CHF | 43,323 CHF | 100.00% | 100.00% |
11/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 67,700 | 67,700 | 67,926 | 67,926 | 43,957 CHF | 44,636 CHF | 100.00% | 100.00% |
10/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 71,500 | 71,500 | 71,749 | 71,749 | 40,825 CHF | 41,542 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 70,100 | 70,100 | 69,202 | 69,202 | 41,535 CHF | 42,228 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 68,300 | 68,300 | 68,102 | 68,102 | 40,985 CHF | 41,666 CHF | 99.99% | 99.99% |
05/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 65,900 | 65,900 | 65,304 | 65,304 | 41,376 CHF | 42,029 CHF | 100.00% | 100.00% |
04/07/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 73,500 | 73,500 | 73,968 | 73,968 | 44,221 CHF | 44,961 CHF | 100.00% | 100.00% |
03/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 75,800 | 75,800 | 75,448 | 75,448 | 43,099 CHF | 43,854 CHF | 100.00% | 100.00% |
02/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 76,800 | 76,800 | 77,228 | 77,228 | 38,458 CHF | 39,231 CHF | 100.00% | 100.00% |