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 | 2.34% | 0.42 CHF | 0.43 CHF | 118,600 | 118,600 | 113,535 | 113,535 | 47,888 CHF | 49,023 CHF | 100.00% | 100.00% |
12/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 115,000 | 115,000 | 112,007 | 112,007 | 50,336 CHF | 51,456 CHF | 100.00% | 100.00% |
11/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 114,800 | 114,800 | 111,834 | 111,834 | 50,017 CHF | 51,135 CHF | 100.00% | 100.00% |
10/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 116,900 | 116,900 | 114,811 | 114,811 | 50,182 CHF | 51,330 CHF | 100.00% | 100.00% |
09/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 117,500 | 117,500 | 112,195 | 112,195 | 50,000 CHF | 51,122 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 111,600 | 111,600 | 108,698 | 108,698 | 48,999 CHF | 50,086 CHF | 100.00% | 100.00% |
05/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 113,100 | 113,100 | 110,147 | 110,147 | 51,493 CHF | 52,595 CHF | 99.81% | 99.81% |
04/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 115,700 | 115,700 | 112,675 | 112,675 | 51,018 CHF | 52,144 CHF | 99.49% | 99.49% |
03/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 123,400 | 123,400 | 122,833 | 122,833 | 53,391 CHF | 54,620 CHF | 99.35% | 99.35% |
02/07/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130,500 | 130,500 | 130,363 | 130,363 | 49,553 CHF | 50,856 CHF | 100.00% | 100.00% |