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 | 0.69% | 1.44 CHF | 1.45 CHF | 105,800 | 105,800 | 105,923 | 105,923 | 152,624 CHF | 153,683 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 1.26 CHF | 1.27 CHF | 96,900 | 96,900 | 96,900 | 96,900 | 126,238 CHF | 127,207 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 90,100 | 90,100 | 90,624 | 90,624 | 120,819 CHF | 121,725 CHF | 99.83% | 99.83% |
10/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 88,500 | 88,500 | 88,500 | 88,500 | 128,572 CHF | 129,457 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 89,000 | 89,000 | 88,901 | 88,901 | 126,602 CHF | 127,492 CHF | 99.74% | 99.74% |
08/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 133,923 CHF | 134,863 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 96,600 | 96,600 | 94,707 | 94,707 | 128,333 CHF | 129,280 CHF | 99.81% | 99.81% |
04/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 97,800 | 97,800 | 96,881 | 96,881 | 131,534 CHF | 132,503 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 98,500 | 98,500 | 96,395 | 96,395 | 129,040 CHF | 130,004 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 93,900 | 93,900 | 94,667 | 94,667 | 127,423 CHF | 128,370 CHF | 100.00% | 100.00% |