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 | 1.78% | 0.56 CHF | 0.57 CHF | 168,200 | 168,200 | 167,752 | 167,752 | 93,277 CHF | 94,954 CHF | 99.99% | 99.99% |
12/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 175,500 | 175,500 | 176,212 | 176,212 | 91,540 CHF | 93,303 CHF | 100.00% | 100.00% |
11/07/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 191,100 | 191,100 | 191,100 | 191,100 | 93,842 CHF | 95,753 CHF | 99.83% | 99.83% |
10/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 196,100 | 196,100 | 196,100 | 196,100 | 88,160 CHF | 90,121 CHF | 100.00% | 100.00% |
09/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 187,800 | 187,800 | 184,962 | 184,962 | 89,130 CHF | 90,982 CHF | 99.73% | 99.73% |
08/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 200,700 | 200,700 | 201,111 | 201,111 | 95,935 CHF | 97,946 CHF | 99.99% | 99.99% |
05/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 195,300 | 195,300 | 195,128 | 195,128 | 88,918 CHF | 90,869 CHF | 99.80% | 99.80% |
04/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 210,200 | 210,200 | 210,187 | 210,187 | 93,717 CHF | 95,819 CHF | 100.00% | 100.00% |
03/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 231,500 | 231,500 | 231,678 | 231,678 | 94,558 CHF | 96,874 CHF | 100.00% | 100.00% |
02/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 213,200 | 213,200 | 213,197 | 213,197 | 78,841 CHF | 80,973 CHF | 100.00% | 100.00% |