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 | 0.92% | 1.13 CHF | 1.14 CHF | 944,000 | 944,000 | 944,000 | 944,000 | 1,027,120 CHF | 1,036,560 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 837,800 | 837,800 | 837,800 | 837,800 | 897,364 CHF | 905,742 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 785,500 | 785,500 | 785,500 | 785,500 | 909,296 CHF | 917,151 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 725,500 | 725,500 | 725,500 | 725,500 | 896,419 CHF | 903,674 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.31 CHF | 1.32 CHF | 829,400 | 829,400 | 828,486 | 828,486 | 1,022,500 CHF | 1,030,800 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 878,500 | 878,500 | 878,500 | 878,500 | 943,978 CHF | 952,763 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 899,900 | 899,900 | 899,900 | 899,900 | 946,745 CHF | 955,744 CHF | 99.63% | 99.63% |
04/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 833,600 | 833,600 | 833,600 | 833,600 | 899,019 CHF | 907,355 CHF | 99.27% | 99.27% |
03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 741,800 | 741,800 | 741,800 | 741,800 | 849,099 CHF | 856,517 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 762,600 | 762,600 | 762,600 | 762,600 | 996,084 CHF | 1,003,710 CHF | 100.00% | 100.00% |