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% | 1.43 CHF | 1.44 CHF | 35,300 | 35,300 | 34,728 | 34,728 | 51,340 CHF | 51,687 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 36,300 | 36,300 | 36,413 | 36,413 | 53,846 CHF | 54,210 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 36,000 | 36,000 | 35,902 | 35,902 | 51,654 CHF | 52,013 CHF | 99.99% | 99.99% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 37,400 | 37,400 | 37,266 | 37,266 | 53,859 CHF | 54,232 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 36,100 | 36,100 | 36,300 | 36,300 | 49,896 CHF | 50,259 CHF | 99.99% | 99.99% |
08/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 36,300 | 36,300 | 36,848 | 36,848 | 53,669 CHF | 54,038 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 36,600 | 36,600 | 36,600 | 36,600 | 52,611 CHF | 52,977 CHF | 99.82% | 99.82% |
04/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 36,700 | 36,700 | 36,700 | 36,700 | 52,669 CHF | 53,036 CHF | 99.50% | 99.50% |
03/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 36,700 | 36,700 | 36,569 | 36,569 | 53,422 CHF | 53,788 CHF | 99.36% | 99.36% |
02/07/2024 | 0.77% | 1.42 CHF | 1.43 CHF | 35,000 | 35,000 | 33,414 | 33,414 | 47,838 CHF | 48,175 CHF | 100.00% | 100.00% |