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 | 1.28% | 0.83 CHF | 0.85 CHF | 24,800 | 24,800 | 160,477 | 160,477 | 128,128 CHF | 129,741 CHF | 98.95% | 98.95% |
12/07/2024 | 1.23% | 0.82 CHF | 0.84 CHF | 23,100 | 23,100 | 150,019 | 150,019 | 125,216 CHF | 126,723 CHF | 98.89% | 98.89% |
11/07/2024 | 1.24% | 0.86 CHF | 0.88 CHF | 24,800 | 24,800 | 157,503 | 157,503 | 130,159 CHF | 131,742 CHF | 98.93% | 98.93% |
10/07/2024 | 1.20% | 0.82 CHF | 0.84 CHF | 23,000 | 23,000 | 152,169 | 152,169 | 130,747 CHF | 132,276 CHF | 98.95% | 98.95% |
09/07/2024 | 1.23% | 0.84 CHF | 0.86 CHF | 25,800 | 25,800 | 165,421 | 165,421 | 138,148 CHF | 139,810 CHF | 98.68% | 98.68% |
08/07/2024 | 1.27% | 0.80 CHF | 0.82 CHF | 23,900 | 23,900 | 154,437 | 154,437 | 124,823 CHF | 126,375 CHF | 98.25% | 98.25% |
05/07/2024 | 1.24% | 0.81 CHF | 0.83 CHF | 23,400 | 23,400 | 151,637 | 151,637 | 125,652 CHF | 127,176 CHF | 98.94% | 98.94% |
04/07/2024 | 1.21% | 0.83 CHF | 0.85 CHF | 23,100 | 23,100 | 152,083 | 152,083 | 129,078 CHF | 130,606 CHF | 98.53% | 98.53% |
03/07/2024 | 1.24% | 0.88 CHF | 0.90 CHF | 26,900 | 26,900 | 170,631 | 170,631 | 140,169 CHF | 141,883 CHF | 98.35% | 98.35% |
02/07/2024 | 1.36% | 0.77 CHF | 0.79 CHF | 27,700 | 27,700 | 176,743 | 176,743 | 133,835 CHF | 135,611 CHF | 98.88% | 98.88% |