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 | 0.31% | 6.21 CHF | 6.23 CHF | 83,900 | 83,900 | 82,217 | 82,217 | 523,436 CHF | 525,081 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 6.38 CHF | 6.40 CHF | 81,100 | 81,100 | 78,158 | 78,158 | 516,085 CHF | 517,648 CHF | 99.85% | 99.85% |
11/07/2024 | 0.29% | 6.71 CHF | 6.73 CHF | 76,200 | 76,200 | 74,263 | 74,263 | 511,770 CHF | 513,255 CHF | 71.46% | 71.46% |
10/07/2024 | 0.27% | 7.47 CHF | 7.49 CHF | 71,900 | 71,900 | 70,887 | 70,887 | 532,037 CHF | 533,455 CHF | 99.38% | 99.38% |
09/07/2024 | 0.27% | 7.72 CHF | 7.74 CHF | 70,200 | 70,200 | 71,500 | 71,500 | 538,403 CHF | 539,834 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 7.35 CHF | 7.37 CHF | 72,500 | 72,500 | 71,661 | 71,661 | 521,168 CHF | 522,601 CHF | 99.98% | 99.98% |
05/07/2024 | 0.27% | 7.49 CHF | 7.51 CHF | 71,100 | 71,100 | 69,360 | 69,360 | 516,154 CHF | 517,541 CHF | 99.98% | 99.98% |
04/07/2024 | 0.26% | 7.62 CHF | 7.64 CHF | 68,300 | 68,300 | 65,127 | 65,127 | 509,711 CHF | 511,014 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 7.72 CHF | 7.74 CHF | 63,000 | 63,000 | 60,548 | 60,548 | 501,437 CHF | 502,648 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 8.82 CHF | 8.84 CHF | 58,900 | 58,900 | 60,635 | 60,635 | 550,160 CHF | 551,372 CHF | 99.94% | 99.94% |