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 | 1.19% | 0.91 CHF | 0.92 CHF | 132,500 | 132,500 | 130,504 | 130,504 | 109,614 CHF | 110,919 CHF | 99.99% | 99.99% |
12/07/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 121,600 | 121,600 | 121,588 | 121,588 | 101,520 CHF | 102,736 CHF | 100.00% | 100.00% |
11/07/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 112,300 | 112,300 | 110,997 | 110,997 | 96,775 CHF | 97,885 CHF | 100.00% | 100.00% |
10/07/2024 | 0.92% | 0.99 CHF | 1.00 CHF | 99,900 | 99,900 | 101,120 | 101,120 | 109,412 CHF | 110,424 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 102,500 | 102,500 | 102,388 | 102,388 | 108,572 CHF | 109,597 CHF | 99.74% | 99.74% |
08/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 96,700 | 96,700 | 96,879 | 96,879 | 106,384 CHF | 107,353 CHF | 99.30% | 99.30% |
05/07/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 103,800 | 103,800 | 102,633 | 102,633 | 113,156 CHF | 114,182 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 91,700 | 91,700 | 91,919 | 91,919 | 102,556 CHF | 103,475 CHF | 99.64% | 99.64% |
03/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 114,423 CHF | 115,383 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 98,300 | 98,300 | 98,300 | 98,300 | 120,375 CHF | 121,358 CHF | 99.99% | 99.99% |