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 | 1.99% | 0.52 CHF | 0.53 CHF | 218,000 | 218,000 | 217,101 | 217,101 | 107,843 CHF | 110,014 CHF | 99.97% | 99.97% |
12/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 214,000 | 214,000 | 213,117 | 213,117 | 103,735 CHF | 105,866 CHF | 100.00% | 100.00% |
11/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 205,700 | 205,700 | 204,853 | 204,853 | 103,131 CHF | 105,180 CHF | 100.00% | 100.00% |
10/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 198,400 | 198,400 | 197,583 | 197,583 | 99,109 CHF | 101,084 CHF | 100.00% | 100.00% |
09/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 207,100 | 207,100 | 206,246 | 206,246 | 107,164 CHF | 109,227 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 209,100 | 209,100 | 208,238 | 208,238 | 102,808 CHF | 104,890 CHF | 100.00% | 100.00% |
05/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 192,300 | 192,300 | 191,506 | 191,506 | 93,356 CHF | 95,271 CHF | 99.81% | 99.81% |
04/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 186,700 | 186,700 | 185,927 | 185,927 | 99,015 CHF | 100,874 CHF | 99.49% | 99.49% |
03/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 185,100 | 185,100 | 187,026 | 187,026 | 101,610 CHF | 103,480 CHF | 100.00% | 100.00% |
02/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 194,600 | 194,600 | 193,798 | 193,798 | 109,643 CHF | 111,581 CHF | 100.00% | 100.00% |