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 | 2.81% | 0.18 CHF | 0.19 CHF | 891,800 | 891,800 | 900,395 | 900,395 | 158,043 CHF | 162,545 CHF | 100.00% | 100.00% |
12/07/2024 | 2.86% | 0.18 CHF | 0.18 CHF | 906,400 | 906,400 | 908,138 | 908,138 | 156,740 CHF | 161,280 CHF | 100.00% | 100.00% |
11/07/2024 | 2.95% | 0.17 CHF | 0.17 CHF | 909,400 | 909,400 | 937,436 | 937,436 | 156,801 CHF | 161,488 CHF | 100.00% | 100.00% |
10/07/2024 | 3.05% | 0.17 CHF | 0.18 CHF | 956,300 | 956,300 | 968,808 | 968,808 | 156,471 CHF | 161,315 CHF | 100.00% | 100.00% |
09/07/2024 | 3.06% | 0.16 CHF | 0.16 CHF | 977,300 | 977,300 | 983,732 | 983,732 | 158,084 CHF | 163,003 CHF | 100.00% | 100.00% |
08/07/2024 | 3.12% | 0.16 CHF | 0.17 CHF | 988,300 | 988,300 | 966,239 | 966,239 | 152,399 CHF | 157,231 CHF | 100.00% | 100.00% |
05/07/2024 | 3.01% | 0.16 CHF | 0.17 CHF | 951,900 | 951,900 | 966,283 | 966,283 | 158,267 CHF | 163,098 CHF | 99.78% | 99.78% |
04/07/2024 | 3.03% | 0.17 CHF | 0.17 CHF | 976,000 | 976,000 | 974,803 | 974,803 | 158,448 CHF | 163,322 CHF | 100.00% | 100.00% |
03/07/2024 | 3.05% | 0.17 CHF | 0.17 CHF | 974,100 | 974,100 | 1,002,200 | 1,002,200 | 161,594 CHF | 166,605 CHF | 100.00% | 100.00% |
02/07/2024 | 3.23% | 0.16 CHF | 0.16 CHF | 1,021,200 | 1,021,200 | 1,026,960 | 1,026,960 | 156,464 CHF | 161,599 CHF | 99.99% | 99.99% |