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 | 1.78% | 0.57 CHF | 0.58 CHF | 463,800 | 463,800 | 202,698 | 202,698 | 114,268 CHF | 116,298 CHF | 99.96% | 99.96% |
12/07/2024 | 1.84% | 0.60 CHF | 0.61 CHF | 453,500 | 453,500 | 202,003 | 202,003 | 112,885 CHF | 114,908 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 445,400 | 445,400 | 193,257 | 193,257 | 110,333 CHF | 112,277 CHF | 99.99% | 99.99% |
10/07/2024 | 1.93% | 0.56 CHF | 0.57 CHF | 495,000 | 495,000 | 218,050 | 218,050 | 118,312 CHF | 120,499 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 497,200 | 497,200 | 215,129 | 215,129 | 110,797 CHF | 112,954 CHF | 99.74% | 99.74% |
08/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 561,900 | 561,900 | 244,713 | 244,713 | 116,942 CHF | 119,393 CHF | 100.00% | 100.00% |
05/07/2024 | 2.51% | 0.45 CHF | 0.46 CHF | 649,800 | 649,800 | 291,317 | 291,317 | 119,657 CHF | 122,580 CHF | 99.38% | 99.38% |
04/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 238,000 | 238,000 | 202,162 | 202,162 | 78,557 CHF | 80,578 CHF | 97.59% | 97.59% |
03/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 674,400 | 674,400 | 293,187 | 293,187 | 112,312 CHF | 115,248 CHF | 99.12% | 99.12% |
02/07/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 777,700 | 777,700 | 338,460 | 338,460 | 112,540 CHF | 115,931 CHF | 100.00% | 100.00% |