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 | 1.25% | 0.86 CHF | 0.87 CHF | 545,200 | 545,200 | 274,486 | 274,486 | 225,401 CHF | 228,159 CHF | 98.74% | 98.74% |
12/07/2024 | 1.74% | 0.69 CHF | 0.70 CHF | 620,100 | 620,100 | 321,488 | 321,488 | 195,124 CHF | 198,348 CHF | 99.75% | 99.75% |
11/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 428,100 | 428,100 | 210,286 | 210,286 | 199,494 CHF | 201,613 CHF | 99.99% | 99.99% |
10/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 432,500 | 432,500 | 213,323 | 213,323 | 197,915 CHF | 200,055 CHF | 99.99% | 99.99% |
09/07/2024 | 1.28% | 0.88 CHF | 0.89 CHF | 486,200 | 486,200 | 245,684 | 245,684 | 199,250 CHF | 201,714 CHF | 99.14% | 99.14% |
08/07/2024 | 1.35% | 0.83 CHF | 0.84 CHF | 493,600 | 493,600 | 253,250 | 253,250 | 191,599 CHF | 194,138 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 539,400 | 539,400 | 268,883 | 268,883 | 203,790 CHF | 206,484 CHF | 99.29% | 99.29% |
04/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 273,800 | 273,800 | 215,363 | 215,363 | 152,512 CHF | 154,666 CHF | 95.28% | 95.28% |
03/07/2024 | 1.59% | 0.70 CHF | 0.71 CHF | 648,000 | 648,000 | 323,195 | 323,195 | 210,249 CHF | 213,488 CHF | 96.24% | 96.24% |
02/07/2024 | 2.42% | 0.55 CHF | 0.56 CHF | 888,500 | 888,500 | 444,012 | 444,012 | 203,034 CHF | 207,496 CHF | 99.17% | 99.17% |