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 | 1.04% | 1.96 CHF | 1.98 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 145,287 CHF | 146,807 CHF | 99.10% | 99.10% |
12/07/2024 | 1.01% | 2.05 CHF | 2.07 CHF | 81,300 | 81,300 | 81,300 | 81,300 | 160,571 CHF | 162,197 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 1.91 CHF | 1.93 CHF | 81,400 | 81,400 | 81,400 | 81,400 | 157,318 CHF | 158,946 CHF | 99.99% | 99.99% |
10/07/2024 | 1.12% | 1.85 CHF | 1.87 CHF | 91,300 | 91,300 | 91,300 | 91,300 | 161,900 CHF | 163,726 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 1.58 CHF | 1.60 CHF | 80,200 | 80,200 | 80,200 | 80,200 | 135,272 CHF | 136,876 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.94 CHF | 1.96 CHF | 79,200 | 79,200 | 79,200 | 79,200 | 164,855 CHF | 166,439 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 1.89 CHF | 1.91 CHF | 73,600 | 73,600 | 73,600 | 73,600 | 145,784 CHF | 147,256 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 2.12 CHF | 2.14 CHF | 84,100 | 84,100 | 84,100 | 84,100 | 175,308 CHF | 176,990 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 1.83 CHF | 1.85 CHF | 99,200 | 99,200 | 99,200 | 99,200 | 179,927 CHF | 181,911 CHF | 100.00% | 100.00% |
02/07/2024 | 1.33% | 1.52 CHF | 1.54 CHF | 86,100 | 86,100 | 86,100 | 86,100 | 129,130 CHF | 130,852 CHF | 99.98% | 99.98% |