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 | 0.78% | 1.24 CHF | 1.25 CHF | 27,930 | 27,930 | 27,351 | 27,351 | 35,296 CHF | 35,570 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 27,690 | 27,690 | 27,325 | 27,325 | 35,357 CHF | 35,630 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 27,790 | 27,790 | 27,443 | 27,443 | 34,792 CHF | 35,067 CHF | 99.99% | 99.99% |
10/07/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 28,140 | 28,140 | 28,079 | 28,079 | 32,174 CHF | 32,455 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 28,320 | 28,320 | 28,008 | 28,008 | 32,436 CHF | 32,717 CHF | 99.11% | 99.11% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 28,360 | 28,360 | 28,098 | 28,098 | 31,971 CHF | 32,252 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 28,580 | 28,580 | 28,155 | 28,155 | 32,068 CHF | 32,349 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 28,380 | 28,380 | 28,200 | 28,200 | 31,940 CHF | 32,222 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 28,750 | 28,750 | 28,398 | 28,398 | 31,132 CHF | 31,417 CHF | 100.00% | 100.00% |
02/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 28,590 | 28,590 | 28,428 | 28,428 | 30,702 CHF | 30,987 CHF | 99.85% | 99.85% |