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 | 2.98% | 0.31 CHF | 0.32 CHF | 249,800 | 249,800 | 247,997 | 247,997 | 81,909 CHF | 84,389 CHF | 100.00% | 100.00% |
12/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 252,900 | 252,900 | 251,449 | 251,449 | 80,970 CHF | 83,485 CHF | 100.00% | 100.00% |
11/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 252,500 | 252,500 | 250,523 | 250,523 | 82,878 CHF | 85,384 CHF | 99.99% | 99.99% |
10/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 272,600 | 272,600 | 273,377 | 273,377 | 82,842 CHF | 85,576 CHF | 100.00% | 100.00% |
09/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 275,100 | 275,100 | 274,410 | 274,410 | 81,671 CHF | 84,418 CHF | 100.00% | 100.00% |
08/07/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 293,000 | 293,000 | 293,584 | 293,584 | 84,099 CHF | 87,035 CHF | 100.00% | 100.00% |
05/07/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 279,400 | 279,400 | 279,241 | 279,241 | 76,970 CHF | 79,763 CHF | 100.00% | 100.00% |
04/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 283,700 | 283,700 | 283,843 | 283,843 | 82,923 CHF | 85,761 CHF | 100.00% | 100.00% |
03/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 269,700 | 269,700 | 269,567 | 269,567 | 74,757 CHF | 77,453 CHF | 100.00% | 100.00% |
02/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 243,900 | 243,900 | 243,351 | 243,351 | 72,650 CHF | 75,084 CHF | 100.00% | 100.00% |