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 | 1.47% | 0.67 CHF | 0.68 CHF | 143,000 | 143,000 | 143,169 | 143,169 | 96,560 CHF | 97,992 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 124,600 | 124,600 | 124,600 | 124,600 | 69,697 CHF | 70,943 CHF | 100.00% | 100.00% |
11/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 108,800 | 108,800 | 109,424 | 109,424 | 64,210 CHF | 65,304 CHF | 99.83% | 99.83% |
10/07/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 102,900 | 102,900 | 102,900 | 102,900 | 72,174 CHF | 73,203 CHF | 99.99% | 99.99% |
09/07/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 103,900 | 103,900 | 103,784 | 103,784 | 69,854 CHF | 70,893 CHF | 99.73% | 99.73% |
08/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 114,400 | 114,400 | 114,400 | 114,400 | 77,181 CHF | 78,325 CHF | 99.98% | 99.98% |
05/07/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 120,000 | 120,000 | 117,616 | 117,616 | 71,803 CHF | 72,979 CHF | 99.80% | 99.80% |
04/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 122,700 | 122,700 | 121,543 | 121,543 | 74,547 CHF | 75,762 CHF | 100.00% | 100.00% |
03/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 124,300 | 124,300 | 121,668 | 121,668 | 72,503 CHF | 73,720 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 116,600 | 116,600 | 117,538 | 117,538 | 70,852 CHF | 72,028 CHF | 99.99% | 99.99% |