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 | 2.28% | 0.46 CHF | 0.47 CHF | 472,600 | 472,600 | 262,353 | 262,353 | 116,301 CHF | 118,929 CHF | 98.88% | 98.88% |
12/07/2024 | 2.75% | 0.41 CHF | 0.42 CHF | 521,900 | 521,900 | 291,408 | 291,408 | 108,575 CHF | 111,494 CHF | 99.99% | 99.99% |
11/07/2024 | 2.45% | 0.34 CHF | 0.35 CHF | 446,500 | 446,500 | 240,159 | 240,159 | 98,076 CHF | 100,492 CHF | 100.00% | 100.00% |
10/07/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 490,100 | 490,100 | 272,098 | 272,098 | 107,022 CHF | 109,752 CHF | 99.89% | 99.89% |
09/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 509,400 | 509,400 | 281,560 | 281,560 | 103,287 CHF | 106,108 CHF | 99.43% | 99.43% |
08/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 538,000 | 538,000 | 296,800 | 296,800 | 103,491 CHF | 106,466 CHF | 99.99% | 99.99% |
05/07/2024 | 3.29% | 0.33 CHF | 0.34 CHF | 616,500 | 616,500 | 343,242 | 343,242 | 106,434 CHF | 109,873 CHF | 99.35% | 99.35% |
04/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 312,400 | 312,400 | 279,207 | 279,207 | 81,067 CHF | 83,859 CHF | 99.50% | 99.50% |
03/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 658,000 | 658,000 | 362,409 | 362,409 | 102,406 CHF | 106,037 CHF | 99.36% | 99.36% |
02/07/2024 | 3.97% | 0.28 CHF | 0.29 CHF | 721,300 | 721,300 | 406,424 | 406,424 | 104,051 CHF | 108,123 CHF | 100.00% | 100.00% |