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 | 3.22% | 0.32 CHF | 0.33 CHF | 376,000 | 376,000 | 375,612 | 375,612 | 114,682 CHF | 118,438 CHF | 100.00% | 100.00% |
12/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 375,500 | 375,500 | 362,233 | 362,233 | 109,158 CHF | 112,780 CHF | 100.00% | 100.00% |
11/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 358,200 | 358,200 | 365,152 | 365,152 | 112,232 CHF | 115,883 CHF | 71.56% | 71.56% |
10/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 368,700 | 368,700 | 369,394 | 369,394 | 111,380 CHF | 115,074 CHF | 99.38% | 99.38% |
09/07/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 369,600 | 369,600 | 359,310 | 359,310 | 110,741 CHF | 114,334 CHF | 100.00% | 100.00% |
08/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 356,100 | 356,100 | 343,602 | 343,602 | 111,918 CHF | 115,354 CHF | 100.00% | 100.00% |
05/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 339,600 | 339,600 | 347,864 | 347,864 | 115,189 CHF | 118,668 CHF | 100.00% | 100.00% |
04/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 350,400 | 350,400 | 359,007 | 359,007 | 117,891 CHF | 121,481 CHF | 100.00% | 100.00% |
03/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 361,700 | 361,700 | 367,576 | 367,576 | 115,840 CHF | 119,516 CHF | 99.99% | 99.99% |
02/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 369,100 | 369,100 | 376,537 | 376,537 | 113,912 CHF | 117,678 CHF | 99.97% | 99.97% |