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 | 0.67% | 1.52 CHF | 1.53 CHF | 303,500 | 303,500 | 310,112 | 310,112 | 458,085 CHF | 461,186 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 314,600 | 314,600 | 327,447 | 327,447 | 464,888 CHF | 468,163 CHF | 99.85% | 99.85% |
11/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 336,000 | 336,000 | 345,595 | 345,595 | 467,003 CHF | 470,459 CHF | 71.49% | 71.49% |
10/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 357,800 | 357,800 | 363,164 | 363,164 | 446,153 CHF | 449,785 CHF | 99.38% | 99.38% |
09/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 366,900 | 366,900 | 358,347 | 358,347 | 438,758 CHF | 442,346 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 353,300 | 353,300 | 357,553 | 357,553 | 455,270 CHF | 458,845 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 360,500 | 360,500 | 370,280 | 370,280 | 462,047 CHF | 465,750 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 376,800 | 376,800 | 396,497 | 396,497 | 468,056 CHF | 472,021 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.20 CHF | 1.21 CHF | 409,800 | 409,800 | 427,978 | 427,978 | 475,349 CHF | 479,629 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 440,300 | 440,300 | 425,163 | 425,163 | 426,550 CHF | 430,802 CHF | 99.97% | 99.97% |