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 | 2.82% | 0.34 CHF | 0.35 CHF | 339,800 | 339,800 | 338,255 | 338,255 | 118,357 CHF | 121,740 CHF | 100.00% | 100.00% |
12/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 346,500 | 346,500 | 345,034 | 345,034 | 127,776 CHF | 131,226 CHF | 100.00% | 100.00% |
11/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 363,600 | 363,600 | 368,013 | 368,013 | 129,300 CHF | 132,981 CHF | 100.00% | 100.00% |
10/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 392,200 | 392,200 | 398,761 | 398,761 | 127,960 CHF | 131,948 CHF | 100.00% | 100.00% |
09/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 413,900 | 413,900 | 409,984 | 409,984 | 128,060 CHF | 132,160 CHF | 100.00% | 100.00% |
08/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 405,200 | 405,200 | 403,364 | 403,364 | 124,896 CHF | 128,929 CHF | 99.99% | 99.99% |
05/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 398,600 | 398,600 | 391,454 | 391,454 | 126,771 CHF | 130,685 CHF | 99.82% | 99.82% |
04/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 388,000 | 388,000 | 387,627 | 387,627 | 124,145 CHF | 128,022 CHF | 99.50% | 99.50% |
03/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 393,400 | 393,400 | 391,768 | 391,768 | 129,199 CHF | 133,116 CHF | 99.37% | 99.37% |
02/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 384,700 | 384,700 | 382,979 | 382,979 | 118,415 CHF | 122,244 CHF | 100.00% | 100.00% |