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 | 0.52% | 1.96 CHF | 1.97 CHF | 159,500 | 159,500 | 72,369 | 72,369 | 141,505 CHF | 142,230 CHF | 97.78% | 97.78% |
12/07/2024 | 0.56% | 2.01 CHF | 2.02 CHF | 168,500 | 168,500 | 75,804 | 75,804 | 141,216 CHF | 141,976 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.03 CHF | 2.04 CHF | 128,600 | 128,600 | 55,188 | 55,185 | 130,841 CHF | 131,391 CHF | 99.18% | 99.18% |
10/07/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 131,100 | 131,100 | 61,708 | 61,708 | 144,016 CHF | 144,634 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 2.21 CHF | 2.22 CHF | 155,700 | 155,700 | 70,130 | 70,130 | 150,586 CHF | 151,288 CHF | 99.70% | 99.70% |
08/07/2024 | 0.56% | 1.92 CHF | 1.93 CHF | 166,900 | 166,900 | 75,104 | 75,104 | 140,375 CHF | 141,127 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 153,700 | 153,700 | 69,068 | 69,068 | 131,868 CHF | 132,560 CHF | 99.27% | 99.27% |
04/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 46,100 | 46,100 | 46,100 | 46,100 | 87,662 CHF | 88,123 CHF | 98.23% | 98.23% |
03/07/2024 | 0.66% | 1.78 CHF | 1.79 CHF | 180,400 | 180,400 | 85,935 | 85,935 | 135,235 CHF | 136,096 CHF | 98.80% | 98.80% |
02/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 183,800 | 183,800 | 79,808 | 79,808 | 127,490 CHF | 128,289 CHF | 98.57% | 98.57% |