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 | 2.92% | 0.52 CHF | 0.53 CHF | 838,500 | 838,500 | 838,500 | 838,500 | 423,827 CHF | 436,405 CHF | 99.10% | 99.10% |
12/07/2024 | 2.89% | 0.52 CHF | 0.53 CHF | 854,400 | 854,400 | 854,400 | 854,400 | 436,601 CHF | 449,417 CHF | 100.00% | 100.00% |
11/07/2024 | 2.92% | 0.51 CHF | 0.52 CHF | 854,800 | 854,800 | 854,800 | 854,800 | 433,077 CHF | 445,899 CHF | 100.00% | 100.00% |
10/07/2024 | 3.01% | 0.50 CHF | 0.51 CHF | 883,100 | 883,100 | 883,100 | 883,100 | 433,444 CHF | 446,690 CHF | 100.00% | 100.00% |
09/07/2024 | 3.06% | 0.48 CHF | 0.49 CHF | 853,600 | 853,600 | 853,600 | 853,600 | 412,124 CHF | 424,928 CHF | 100.00% | 100.00% |
08/07/2024 | 2.87% | 0.51 CHF | 0.52 CHF | 850,800 | 850,800 | 850,800 | 850,800 | 438,819 CHF | 451,581 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.51 CHF | 0.52 CHF | 834,400 | 834,400 | 834,400 | 834,400 | 423,978 CHF | 436,494 CHF | 100.00% | 100.00% |
04/07/2024 | 2.87% | 0.52 CHF | 0.53 CHF | 866,800 | 866,800 | 866,800 | 866,800 | 447,018 CHF | 460,020 CHF | 100.00% | 100.00% |
03/07/2024 | 3.01% | 0.50 CHF | 0.51 CHF | 909,300 | 909,300 | 909,300 | 909,300 | 446,835 CHF | 460,474 CHF | 100.00% | 100.00% |
02/07/2024 | 3.22% | 0.47 CHF | 0.48 CHF | 876,400 | 876,400 | 876,400 | 876,400 | 401,618 CHF | 414,764 CHF | 100.00% | 100.00% |