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 | 0.86% | 1.15 CHF | 1.16 CHF | 387,800 | 387,800 | 387,800 | 387,800 | 448,203 CHF | 452,081 CHF | 99.10% | 99.10% |
12/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 375,600 | 375,600 | 375,600 | 375,600 | 429,562 CHF | 433,318 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 375,200 | 375,200 | 375,200 | 375,200 | 431,650 CHF | 435,402 CHF | 99.98% | 99.98% |
10/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 354,400 | 354,400 | 354,400 | 354,400 | 419,601 CHF | 423,145 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 374,100 | 374,100 | 374,100 | 374,100 | 451,293 CHF | 455,034 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 375,800 | 375,800 | 375,800 | 375,800 | 423,102 CHF | 426,860 CHF | 100.00% | 100.00% |
05/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 387,900 | 387,900 | 387,900 | 387,900 | 446,035 CHF | 449,914 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 362,700 | 362,700 | 362,700 | 362,700 | 410,356 CHF | 413,983 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 333,000 | 333,000 | 333,000 | 333,000 | 396,040 CHF | 399,370 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 353,000 | 353,000 | 353,000 | 353,000 | 449,563 CHF | 453,093 CHF | 100.00% | 100.00% |