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 | 1.62% | 0.70 CHF | 0.71 CHF | 92,800 | 92,800 | 43,047 | 43,047 | 38,867 CHF | 39,428 CHF | 99.98% | 99.98% |
12/07/2024 | 1.16% | 1.27 CHF | 1.28 CHF | 96,800 | 96,800 | 43,318 | 43,318 | 56,982 CHF | 57,544 CHF | 100.00% | 100.00% |
11/07/2024 | 1.28% | 1.16 CHF | 1.17 CHF | 103,800 | 103,800 | 46,464 | 46,464 | 54,421 CHF | 55,026 CHF | 99.88% | 99.88% |
10/07/2024 | 1.31% | 1.31 CHF | 1.32 CHF | 109,000 | 109,000 | 47,296 | 47,296 | 57,583 CHF | 58,197 CHF | 100.00% | 100.00% |
09/07/2024 | 1.32% | 1.21 CHF | 1.22 CHF | 106,300 | 106,300 | 47,608 | 47,608 | 56,172 CHF | 56,790 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 1.22 CHF | 1.23 CHF | 114,100 | 114,100 | 50,153 | 50,153 | 58,694 CHF | 59,338 CHF | 99.99% | 99.99% |
05/07/2024 | 0.73% | 1.27 CHF | 1.28 CHF | 117,400 | 117,400 | 54,596 | 54,596 | 75,385 CHF | 75,933 CHF | 99.63% | 99.63% |
04/07/2024 | 1.20% | 1.29 CHF | 1.30 CHF | 48,900 | 48,900 | 38,147 | 38,147 | 48,659 CHF | 49,197 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 124,200 | 124,200 | 55,115 | 55,115 | 63,355 CHF | 63,911 CHF | 99.88% | 99.88% |
02/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 134,700 | 134,700 | 60,267 | 60,267 | 62,375 CHF | 62,979 CHF | 100.00% | 100.00% |