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 | 3.37% | 0.29 CHF | 0.30 CHF | 535,300 | 535,300 | 533,098 | 533,098 | 155,775 CHF | 161,106 CHF | 100.00% | 100.00% |
12/07/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 562,800 | 562,800 | 560,479 | 560,479 | 155,789 CHF | 161,394 CHF | 100.00% | 100.00% |
11/07/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 581,000 | 581,000 | 578,604 | 578,604 | 156,884 CHF | 162,671 CHF | 99.99% | 99.99% |
10/07/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 604,500 | 604,500 | 602,012 | 602,012 | 159,463 CHF | 165,483 CHF | 100.00% | 100.00% |
09/07/2024 | 3.65% | 0.25 CHF | 0.26 CHF | 589,100 | 589,100 | 558,866 | 558,866 | 150,367 CHF | 155,956 CHF | 99.74% | 99.74% |
08/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 568,200 | 568,200 | 565,836 | 565,836 | 154,221 CHF | 159,879 CHF | 99.28% | 99.28% |
05/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 581,600 | 581,600 | 579,202 | 579,202 | 159,507 CHF | 165,299 CHF | 100.00% | 100.00% |
04/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 595,300 | 595,300 | 592,836 | 592,836 | 153,443 CHF | 159,372 CHF | 99.61% | 99.61% |
03/07/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 660,500 | 660,500 | 681,802 | 681,802 | 167,306 CHF | 174,124 CHF | 100.00% | 100.00% |
02/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 697,000 | 697,000 | 694,121 | 694,121 | 152,161 CHF | 159,102 CHF | 100.00% | 100.00% |