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 | 1.57% | 0.97 CHF | 0.98 CHF | 172,000 | 172,000 | 55,151 | 55,151 | 54,152 CHF | 54,794 CHF | 98.87% | 98.87% |
12/07/2024 | 1.54% | 0.98 CHF | 0.99 CHF | 167,500 | 167,500 | 53,431 | 53,431 | 52,588 CHF | 53,213 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 0.92 CHF | 0.93 CHF | 196,800 | 196,800 | 61,670 | 61,670 | 55,187 CHF | 55,909 CHF | 99.98% | 99.98% |
10/07/2024 | 1.79% | 0.90 CHF | 0.91 CHF | 196,400 | 196,400 | 62,729 | 62,729 | 54,548 CHF | 55,281 CHF | 99.90% | 99.90% |
09/07/2024 | 1.80% | 0.80 CHF | 0.81 CHF | 188,900 | 188,900 | 60,937 | 60,937 | 50,341 CHF | 51,055 CHF | 99.98% | 99.98% |
08/07/2024 | 1.79% | 0.87 CHF | 0.88 CHF | 197,200 | 197,200 | 63,091 | 63,091 | 54,074 CHF | 54,811 CHF | 99.98% | 99.98% |
05/07/2024 | 1.81% | 0.85 CHF | 0.86 CHF | 198,900 | 198,900 | 63,251 | 63,251 | 54,294 CHF | 55,033 CHF | 99.70% | 99.70% |
04/07/2024 | 1.77% | 0.88 CHF | 0.89 CHF | 39,800 | 39,800 | 29,193 | 29,193 | 25,233 CHF | 25,630 CHF | 94.02% | 94.02% |
03/07/2024 | 1.88% | 0.84 CHF | 0.85 CHF | 204,800 | 204,800 | 65,634 | 65,634 | 54,252 CHF | 55,018 CHF | 99.52% | 99.52% |
02/07/2024 | 1.71% | 0.85 CHF | 0.86 CHF | 186,900 | 186,900 | 60,179 | 60,179 | 52,402 CHF | 53,103 CHF | 100.00% | 100.00% |