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 | 3.03% | 0.33 CHF | 0.34 CHF | 154,200 | 154,200 | 154,767 | 154,767 | 50,448 CHF | 51,996 CHF | 100.00% | 100.00% |
12/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 144,200 | 144,200 | 145,369 | 145,369 | 79,676 CHF | 81,129 CHF | 100.00% | 100.00% |
11/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 149,000 | 149,000 | 149,572 | 149,572 | 79,452 CHF | 80,948 CHF | 99.82% | 99.82% |
10/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 153,000 | 153,000 | 153,629 | 153,629 | 77,420 CHF | 78,956 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 149,600 | 149,600 | 147,873 | 147,873 | 77,354 CHF | 78,835 CHF | 99.73% | 99.73% |
08/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 145,600 | 145,600 | 144,923 | 144,923 | 77,754 CHF | 79,203 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 141,100 | 141,100 | 139,373 | 139,373 | 79,058 CHF | 80,452 CHF | 99.80% | 99.80% |
04/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 144,300 | 144,300 | 144,826 | 144,826 | 79,040 CHF | 80,488 CHF | 100.00% | 100.00% |
03/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 148,100 | 148,100 | 148,901 | 148,901 | 78,796 CHF | 80,285 CHF | 100.00% | 100.00% |
02/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 151,200 | 151,200 | 152,069 | 152,069 | 76,227 CHF | 77,748 CHF | 99.99% | 99.99% |