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 | 2.66% | 0.36 CHF | 0.37 CHF | 212,700 | 212,700 | 211,090 | 211,090 | 78,446 CHF | 80,557 CHF | 99.98% | 99.98% |
12/07/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 211,900 | 211,900 | 213,448 | 213,448 | 77,455 CHF | 79,589 CHF | 100.00% | 100.00% |
11/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 219,900 | 219,900 | 221,443 | 221,443 | 80,329 CHF | 82,544 CHF | 100.00% | 100.00% |
10/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 226,100 | 226,100 | 226,100 | 226,100 | 78,126 CHF | 80,387 CHF | 100.00% | 100.00% |
09/07/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 221,600 | 221,600 | 220,624 | 220,624 | 77,517 CHF | 79,725 CHF | 100.00% | 100.00% |
08/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 215,600 | 215,600 | 214,978 | 214,978 | 78,339 CHF | 80,488 CHF | 100.00% | 100.00% |
05/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 203,200 | 203,200 | 202,293 | 202,293 | 74,052 CHF | 76,075 CHF | 99.82% | 99.82% |
04/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 203,500 | 203,500 | 204,424 | 204,424 | 80,953 CHF | 82,997 CHF | 99.50% | 99.50% |
03/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 203,400 | 203,400 | 204,321 | 204,321 | 78,142 CHF | 80,185 CHF | 100.00% | 100.00% |
02/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 202,800 | 202,800 | 202,988 | 202,988 | 75,467 CHF | 77,497 CHF | 100.00% | 100.00% |