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 | 1.89% | 0.59 CHF | 0.61 CHF | 20,300 | 20,300 | 131,573 | 131,573 | 71,040 CHF | 72,362 CHF | 98.95% | 98.95% |
12/07/2024 | 1.79% | 0.55 CHF | 0.58 CHF | 17,900 | 17,900 | 116,118 | 116,118 | 68,966 CHF | 70,139 CHF | 98.89% | 98.89% |
11/07/2024 | 1.75% | 0.64 CHF | 0.66 CHF | 19,900 | 19,900 | 126,142 | 126,142 | 73,507 CHF | 74,774 CHF | 98.92% | 98.92% |
10/07/2024 | 1.68% | 0.56 CHF | 0.59 CHF | 17,600 | 17,600 | 116,626 | 116,626 | 73,704 CHF | 74,881 CHF | 98.95% | 98.95% |
09/07/2024 | 1.71% | 0.61 CHF | 0.63 CHF | 21,200 | 21,200 | 135,656 | 135,656 | 81,220 CHF | 82,583 CHF | 98.68% | 98.68% |
08/07/2024 | 1.88% | 0.54 CHF | 0.57 CHF | 18,700 | 18,700 | 121,057 | 121,057 | 68,236 CHF | 69,458 CHF | 98.25% | 98.25% |
05/07/2024 | 1.79% | 0.56 CHF | 0.59 CHF | 18,000 | 18,000 | 116,921 | 116,921 | 69,093 CHF | 70,274 CHF | 98.94% | 98.94% |
04/07/2024 | 1.71% | 0.58 CHF | 0.61 CHF | 17,600 | 17,600 | 116,058 | 116,058 | 72,121 CHF | 73,293 CHF | 98.53% | 98.53% |
03/07/2024 | 1.73% | 0.67 CHF | 0.69 CHF | 22,400 | 22,400 | 142,507 | 142,507 | 83,317 CHF | 84,748 CHF | 98.38% | 98.38% |
02/07/2024 | 2.06% | 0.51 CHF | 0.53 CHF | 24,100 | 24,100 | 153,987 | 153,987 | 77,139 CHF | 78,686 CHF | 98.88% | 98.88% |