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 | 3.61% | 0.28 CHF | 0.29 CHF | 745,100 | 745,100 | 333,240 | 333,240 | 91,565 CHF | 94,904 CHF | 100.00% | 100.00% |
12/07/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 783,600 | 783,600 | 350,768 | 350,768 | 93,801 CHF | 97,316 CHF | 100.00% | 100.00% |
11/07/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 815,900 | 815,900 | 363,735 | 363,735 | 91,239 CHF | 94,898 CHF | 100.00% | 100.00% |
10/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 848,500 | 848,500 | 379,836 | 379,836 | 90,340 CHF | 94,146 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 828,700 | 828,700 | 370,963 | 370,963 | 89,489 CHF | 93,206 CHF | 100.00% | 100.00% |
08/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 784,500 | 784,500 | 351,169 | 351,169 | 89,475 CHF | 92,993 CHF | 100.00% | 100.00% |
05/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 777,400 | 777,400 | 346,888 | 346,888 | 88,928 CHF | 92,404 CHF | 99.71% | 99.71% |
04/07/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 311,000 | 311,000 | 248,088 | 248,088 | 65,326 CHF | 67,807 CHF | 98.81% | 98.81% |
03/07/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 732,500 | 732,500 | 331,883 | 331,883 | 89,854 CHF | 93,179 CHF | 99.36% | 99.36% |
02/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 717,100 | 717,100 | 320,856 | 320,856 | 88,599 CHF | 91,813 CHF | 100.00% | 100.00% |