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 | 0.81% | 1.05 CHF | 1.06 CHF | 47,900 | 47,900 | 47,900 | 47,900 | 59,410 CHF | 59,889 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 47,700 | 47,700 | 47,700 | 47,700 | 62,492 CHF | 62,969 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50,400 | 50,400 | 50,400 | 50,400 | 65,108 CHF | 65,612 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 51,200 | 51,200 | 51,200 | 51,200 | 63,422 CHF | 63,934 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 52,200 | 52,200 | 52,200 | 52,200 | 64,479 CHF | 65,001 CHF | 99.73% | 99.73% |
08/07/2024 | 0.78% | 1.18 CHF | 1.19 CHF | 46,600 | 46,600 | 46,600 | 46,600 | 59,764 CHF | 60,230 CHF | 99.28% | 99.28% |
05/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,200 | 50,200 | 50,200 | 50,200 | 65,207 CHF | 65,709 CHF | 99.98% | 99.98% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 54,700 | 54,700 | 54,700 | 54,700 | 67,695 CHF | 68,242 CHF | 99.62% | 99.62% |
03/07/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 63,500 | 63,500 | 63,605 | 63,605 | 67,382 CHF | 68,018 CHF | 100.00% | 100.00% |
02/07/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 68,300 | 68,300 | 68,300 | 68,300 | 57,935 CHF | 58,618 CHF | 100.00% | 100.00% |