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 | 3.13% | 0.29 CHF | 0.30 CHF | 309,300 | 309,300 | 307,059 | 307,059 | 96,686 CHF | 99,757 CHF | 100.00% | 100.00% |
12/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 327,900 | 327,900 | 331,238 | 331,238 | 104,008 CHF | 107,320 CHF | 100.00% | 100.00% |
11/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 340,900 | 340,900 | 341,109 | 341,109 | 100,649 CHF | 104,060 CHF | 99.83% | 99.83% |
10/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 359,700 | 359,700 | 364,061 | 364,061 | 102,232 CHF | 105,873 CHF | 100.00% | 100.00% |
09/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 356,300 | 356,300 | 353,276 | 353,276 | 102,486 CHF | 106,023 CHF | 99.74% | 99.74% |
08/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 363,400 | 363,400 | 362,246 | 362,246 | 102,849 CHF | 106,471 CHF | 100.00% | 100.00% |
05/07/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 352,300 | 352,300 | 351,832 | 351,832 | 99,886 CHF | 103,404 CHF | 99.81% | 99.81% |
04/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 362,800 | 362,800 | 361,482 | 361,482 | 103,332 CHF | 106,947 CHF | 100.00% | 100.00% |
03/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 363,800 | 363,800 | 363,800 | 363,800 | 100,566 CHF | 104,204 CHF | 100.00% | 100.00% |
02/07/2024 | 3.77% | 0.28 CHF | 0.29 CHF | 381,200 | 381,200 | 384,099 | 384,099 | 99,892 CHF | 103,733 CHF | 100.00% | 100.00% |