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 | 0.69% | 1.54 CHF | 1.55 CHF | 77,900 | 77,900 | 34,601 | 34,601 | 51,808 CHF | 52,154 CHF | 99.97% | 99.97% |
12/07/2024 | 1.01% | 1.46 CHF | 1.47 CHF | 73,300 | 73,300 | 32,942 | 32,942 | 49,363 CHF | 49,792 CHF | 99.99% | 99.99% |
11/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 75,900 | 75,900 | 33,870 | 33,870 | 50,846 CHF | 51,187 CHF | 99.98% | 99.98% |
10/07/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 76,600 | 76,600 | 34,330 | 34,330 | 52,086 CHF | 52,430 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.55 CHF | 1.56 CHF | 78,900 | 78,900 | 35,456 | 35,456 | 53,292 CHF | 53,647 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 1.48 CHF | 1.49 CHF | 80,800 | 80,800 | 36,156 | 36,156 | 51,575 CHF | 51,937 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.44 CHF | 1.45 CHF | 84,600 | 84,600 | 37,804 | 37,804 | 53,456 CHF | 53,835 CHF | 99.81% | 99.81% |
04/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 33,900 | 33,900 | 27,055 | 27,055 | 37,387 CHF | 37,658 CHF | 99.44% | 99.44% |
03/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 79,000 | 79,000 | 35,638 | 35,638 | 50,232 CHF | 50,589 CHF | 99.98% | 99.98% |
02/07/2024 | 0.69% | 1.57 CHF | 1.58 CHF | 81,400 | 81,400 | 35,116 | 35,116 | 52,318 CHF | 52,670 CHF | 100.00% | 100.00% |