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 | 0.74% | 1.31 CHF | 1.32 CHF | 327,200 | 327,200 | 319,025 | 319,025 | 431,888 CHF | 435,079 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.36 CHF | 1.37 CHF | 313,700 | 313,700 | 299,713 | 299,713 | 424,629 CHF | 427,626 CHF | 99.85% | 99.85% |
11/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 290,400 | 290,400 | 281,335 | 281,335 | 420,643 CHF | 423,456 CHF | 71.50% | 71.50% |
10/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 269,800 | 269,800 | 265,330 | 265,330 | 441,631 CHF | 444,285 CHF | 99.38% | 99.38% |
09/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 262,300 | 262,300 | 268,180 | 268,180 | 448,339 CHF | 451,024 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 272,600 | 272,600 | 268,707 | 268,707 | 430,388 CHF | 433,075 CHF | 99.99% | 99.99% |
05/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 266,200 | 266,200 | 258,276 | 258,276 | 425,444 CHF | 428,026 CHF | 99.99% | 99.99% |
04/07/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 253,000 | 253,000 | 238,512 | 238,512 | 418,379 CHF | 420,764 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.72 CHF | 1.73 CHF | 228,900 | 228,900 | 217,778 | 217,778 | 410,055 CHF | 412,233 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.04 CHF | 2.05 CHF | 210,300 | 210,300 | 218,018 | 218,018 | 460,649 CHF | 462,829 CHF | 99.97% | 99.97% |