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 | 2.62% | 0.37 CHF | 0.38 CHF | 262,900 | 262,900 | 118,466 | 118,466 | 44,777 CHF | 45,964 CHF | 100.00% | 100.00% |
12/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 278,900 | 278,900 | 126,502 | 126,502 | 46,636 CHF | 47,903 CHF | 100.00% | 100.00% |
11/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 292,600 | 292,600 | 131,753 | 131,753 | 45,964 CHF | 47,284 CHF | 99.83% | 99.83% |
10/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 289,500 | 289,500 | 129,603 | 129,603 | 46,002 CHF | 47,300 CHF | 100.00% | 100.00% |
09/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 263,200 | 263,200 | 117,949 | 117,949 | 45,234 CHF | 46,416 CHF | 99.74% | 99.74% |
08/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 243,000 | 243,000 | 108,763 | 108,763 | 45,559 CHF | 46,649 CHF | 100.00% | 100.00% |
05/07/2024 | 3.56% | 0.42 CHF | 0.43 CHF | 240,800 | 240,800 | 106,609 | 106,609 | 45,002 CHF | 46,385 CHF | 99.81% | 99.81% |
04/07/2024 | 3.49% | 0.43 CHF | 0.44 CHF | 94,700 | 94,700 | 75,831 | 75,831 | 32,627 CHF | 33,700 CHF | 99.98% | 99.98% |
03/07/2024 | 3.44% | 0.43 CHF | 0.44 CHF | 231,300 | 231,300 | 103,562 | 103,562 | 45,696 CHF | 47,041 CHF | 99.98% | 99.98% |
02/07/2024 | 3.39% | 0.44 CHF | 0.45 CHF | 228,400 | 228,400 | 101,280 | 101,280 | 45,155 CHF | 46,468 CHF | 100.00% | 100.00% |