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 | 1.14% | 0.86 CHF | 0.87 CHF | 71,700 | 71,700 | 70,437 | 70,437 | 61,841 CHF | 62,546 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 70,600 | 70,600 | 70,002 | 70,002 | 62,278 CHF | 62,979 CHF | 100.00% | 100.00% |
11/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 70,600 | 70,600 | 70,396 | 70,396 | 61,716 CHF | 62,420 CHF | 100.00% | 100.00% |
10/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 70,600 | 70,600 | 70,001 | 70,001 | 61,893 CHF | 62,594 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 70,600 | 70,600 | 70,019 | 70,019 | 61,500 CHF | 62,201 CHF | 84.01% | 100.00% |
08/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 70,900 | 70,900 | 70,934 | 70,934 | 60,578 CHF | 61,288 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 72,000 | 72,000 | 72,016 | 72,016 | 59,616 CHF | 60,337 CHF | 99.22% | 99.22% |
04/07/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 72,800 | 72,800 | 73,153 | 73,153 | 58,336 CHF | 59,068 CHF | 99.84% | 99.84% |
03/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 79,500 | 79,500 | 78,579 | 78,579 | 51,750 CHF | 52,537 CHF | 99.85% | 99.85% |
02/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 79,400 | 79,400 | 79,502 | 79,502 | 50,452 CHF | 51,248 CHF | 100.00% | 100.00% |