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 | 1.18% | 0.86 CHF | 0.87 CHF | 51,300 | 51,300 | 50,962 | 50,962 | 43,214 CHF | 43,724 CHF | 100.00% | 100.00% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 51,000 | 51,000 | 50,751 | 50,751 | 43,392 CHF | 43,900 CHF | 97.20% | 97.20% |
11/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 51,400 | 51,400 | 52,066 | 52,066 | 42,201 CHF | 42,722 CHF | 100.00% | 100.00% |
10/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 53,400 | 53,400 | 52,895 | 52,895 | 41,323 CHF | 41,853 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 53,500 | 53,500 | 52,857 | 52,857 | 41,254 CHF | 41,783 CHF | 99.48% | 99.99% |
08/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 53,400 | 53,400 | 52,583 | 52,583 | 41,477 CHF | 42,003 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 53,300 | 53,300 | 52,493 | 52,493 | 41,805 CHF | 42,330 CHF | 100.00% | 100.00% |
04/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 52,900 | 52,900 | 52,169 | 52,169 | 41,981 CHF | 42,503 CHF | 100.00% | 100.00% |
03/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 53,000 | 53,000 | 52,452 | 52,452 | 41,808 CHF | 42,333 CHF | 98.71% | 98.71% |
02/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 52,900 | 52,900 | 52,814 | 52,814 | 41,269 CHF | 41,797 CHF | 100.00% | 100.00% |