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 | 1.71% | 0.57 CHF | 0.58 CHF | 59,000 | 59,000 | 379,551 | 379,551 | 219,689 CHF | 223,484 CHF | 98.95% | 98.95% |
12/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 59,000 | 59,000 | 379,939 | 379,939 | 213,883 CHF | 217,682 CHF | 98.89% | 98.89% |
11/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 380,819 | 380,819 | 215,732 CHF | 219,542 CHF | 98.93% | 98.93% |
10/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 59,000 | 59,000 | 388,445 | 388,445 | 214,467 CHF | 218,351 CHF | 98.95% | 98.95% |
09/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 384,951 | 384,951 | 216,649 CHF | 220,498 CHF | 98.72% | 98.72% |
08/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 59,000 | 59,000 | 379,528 | 379,528 | 217,507 CHF | 221,302 CHF | 98.22% | 98.22% |
05/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 59,000 | 59,000 | 380,308 | 380,308 | 215,797 CHF | 219,600 CHF | 98.94% | 98.94% |
04/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 59,000 | 59,000 | 386,231 | 386,231 | 216,184 CHF | 220,046 CHF | 98.57% | 98.57% |
03/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 381,785 | 381,785 | 217,959 CHF | 221,777 CHF | 98.35% | 98.35% |
02/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 59,000 | 59,000 | 374,400 | 374,400 | 222,751 CHF | 226,495 CHF | 98.88% | 98.88% |