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 | 2.16% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 263,181 | 263,181 | 120,477 CHF | 123,108 CHF | 100.00% | 100.00% |
12/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 263,000 | 263,000 | 263,651 | 263,651 | 120,293 CHF | 122,929 CHF | 100.00% | 100.00% |
11/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 266,208 | 266,208 | 122,773 CHF | 125,436 CHF | 100.00% | 100.00% |
10/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 266,235 | 266,235 | 122,425 CHF | 125,087 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 267,000 | 267,000 | 268,670 | 268,670 | 126,159 CHF | 128,846 CHF | 100.00% | 100.00% |
08/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 263,000 | 263,000 | 266,653 | 266,653 | 122,577 CHF | 125,243 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 266,999 | 266,999 | 123,177 CHF | 125,847 CHF | 99.81% | 99.81% |
04/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 267,000 | 267,000 | 122,821 CHF | 125,491 CHF | 99.49% | 99.49% |
03/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 266,252 | 266,252 | 122,425 CHF | 125,087 CHF | 99.36% | 99.36% |
02/07/2024 | 2.36% | 0.46 CHF | 0.47 CHF | 267,000 | 267,000 | 254,900 | 254,900 | 117,291 CHF | 119,867 CHF | 100.00% | 100.00% |