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% | 1.45 CHF | 1.46 CHF | 27,930 | 27,930 | 27,349 | 27,349 | 41,007 CHF | 41,280 CHF | 99.98% | 99.98% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 27,690 | 27,690 | 27,326 | 27,326 | 41,066 CHF | 41,339 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 27,790 | 27,790 | 27,439 | 27,439 | 40,509 CHF | 40,783 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 28,140 | 28,140 | 28,081 | 28,081 | 38,044 CHF | 38,325 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 28,320 | 28,320 | 28,008 | 28,008 | 38,283 CHF | 38,563 CHF | 99.56% | 99.56% |
08/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 28,360 | 28,360 | 28,099 | 28,099 | 37,841 CHF | 38,122 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 28,580 | 28,580 | 28,159 | 28,159 | 37,959 CHF | 38,241 CHF | 99.98% | 99.98% |
04/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 28,380 | 28,380 | 28,203 | 28,203 | 37,834 CHF | 38,117 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 28,750 | 28,750 | 28,400 | 28,400 | 37,061 CHF | 37,346 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 28,590 | 28,590 | 28,426 | 28,426 | 36,644 CHF | 36,929 CHF | 100.00% | 100.00% |