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 | 0.79% | 1.25 CHF | 1.26 CHF | 351,100 | 351,100 | 351,100 | 351,100 | 439,977 CHF | 443,488 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 351,100 | 351,100 | 351,100 | 351,100 | 440,851 CHF | 444,362 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 395,200 | 395,200 | 395,200 | 395,200 | 454,044 CHF | 457,996 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 376,800 | 376,800 | 376,800 | 376,800 | 430,931 CHF | 434,699 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 365,400 | 365,400 | 365,400 | 365,400 | 445,182 CHF | 448,836 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 330,300 | 330,300 | 330,300 | 330,300 | 426,309 CHF | 429,612 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 335,500 | 335,500 | 335,500 | 335,500 | 436,367 CHF | 439,722 CHF | 99.93% | 99.93% |
04/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 335,600 | 335,600 | 335,600 | 335,600 | 437,553 CHF | 440,909 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 321,900 | 321,900 | 321,900 | 321,900 | 432,631 CHF | 435,850 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 301,800 | 301,800 | 301,800 | 301,800 | 434,504 CHF | 437,522 CHF | 100.00% | 100.00% |