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 | 4.13% | 0.23 CHF | 0.24 CHF | 529,000 | 529,000 | 518,789 | 518,789 | 123,064 CHF | 128,252 CHF | 100.00% | 100.00% |
12/07/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 501,200 | 501,200 | 505,162 | 505,162 | 119,934 CHF | 124,986 CHF | 100.00% | 100.00% |
11/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 511,300 | 511,300 | 511,300 | 511,300 | 127,072 CHF | 132,185 CHF | 100.00% | 100.00% |
10/07/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 510,100 | 510,100 | 510,100 | 510,100 | 124,151 CHF | 129,252 CHF | 100.00% | 100.00% |
09/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 494,400 | 494,400 | 494,400 | 494,400 | 122,289 CHF | 127,233 CHF | 100.00% | 100.00% |
08/07/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 486,100 | 486,100 | 485,817 | 485,817 | 126,120 CHF | 130,978 CHF | 100.00% | 100.00% |
05/07/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 499,700 | 499,700 | 490,106 | 490,106 | 130,540 CHF | 135,441 CHF | 100.00% | 100.00% |
04/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 491,500 | 491,500 | 491,500 | 491,500 | 121,926 CHF | 126,841 CHF | 100.00% | 100.00% |
03/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 511,300 | 511,300 | 511,300 | 511,300 | 132,903 CHF | 138,016 CHF | 100.00% | 100.00% |
02/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 509,200 | 509,200 | 509,406 | 509,406 | 122,995 CHF | 128,089 CHF | 99.99% | 99.99% |