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 | 1.43% | 0.71 CHF | 0.72 CHF | 363,600 | 363,600 | 158,909 | 158,909 | 113,665 CHF | 115,257 CHF | 99.97% | 99.97% |
12/07/2024 | 1.38% | 0.66 CHF | 0.67 CHF | 361,200 | 361,200 | 160,879 | 160,879 | 116,410 CHF | 118,022 CHF | 99.99% | 99.99% |
11/07/2024 | 1.45% | 0.73 CHF | 0.74 CHF | 387,800 | 387,800 | 168,306 | 168,306 | 119,384 CHF | 121,077 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 315,800 | 315,800 | 139,144 | 139,144 | 106,767 CHF | 108,163 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 341,000 | 341,000 | 147,539 | 147,539 | 119,837 CHF | 121,316 CHF | 99.74% | 99.74% |
08/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 281,200 | 281,200 | 122,481 | 122,481 | 109,698 CHF | 110,925 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 0.97 CHF | 0.98 CHF | 219,500 | 219,500 | 98,446 | 98,446 | 107,725 CHF | 108,712 CHF | 99.38% | 99.38% |
04/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 80,400 | 80,400 | 68,329 | 68,329 | 80,518 CHF | 81,201 CHF | 97.59% | 97.59% |
03/07/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 232,700 | 232,700 | 101,105 | 101,105 | 120,281 CHF | 121,294 CHF | 99.02% | 99.02% |
02/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 191,400 | 191,400 | 83,315 | 83,315 | 119,014 CHF | 119,848 CHF | 99.98% | 99.98% |