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 | 1.36% | 0.73 CHF | 0.74 CHF | 71,700 | 71,700 | 70,440 | 70,440 | 52,142 CHF | 52,847 CHF | 100.00% | 100.00% |
12/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 70,600 | 70,600 | 70,009 | 70,009 | 52,572 CHF | 53,273 CHF | 100.00% | 100.00% |
11/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70,700 | 70,700 | 70,347 | 70,347 | 51,993 CHF | 52,697 CHF | 100.00% | 100.00% |
10/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70,600 | 70,600 | 70,001 | 70,001 | 52,212 CHF | 52,913 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70,700 | 70,700 | 70,080 | 70,080 | 51,970 CHF | 52,671 CHF | 86.52% | 100.00% |
08/07/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 70,900 | 70,900 | 70,959 | 70,959 | 50,968 CHF | 51,679 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 72,000 | 72,000 | 72,001 | 72,001 | 49,758 CHF | 50,479 CHF | 99.68% | 99.68% |
04/07/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 72,900 | 72,900 | 73,179 | 73,179 | 48,336 CHF | 49,069 CHF | 99.84% | 99.84% |
03/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 79,500 | 79,500 | 78,611 | 78,611 | 41,043 CHF | 41,829 CHF | 99.85% | 99.85% |
02/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 79,400 | 79,400 | 79,519 | 79,519 | 39,585 CHF | 40,381 CHF | 100.00% | 100.00% |