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 | 2.40% | 0.41 CHF | 0.42 CHF | 426,000 | 426,000 | 426,000 | 426,000 | 175,554 CHF | 179,814 CHF | 100.00% | 100.00% |
12/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 403,500 | 403,500 | 409,069 | 409,069 | 180,798 CHF | 184,888 CHF | 100.00% | 100.00% |
11/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 391,800 | 391,800 | 391,800 | 391,800 | 180,138 CHF | 184,056 CHF | 100.00% | 100.00% |
10/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 357,200 | 357,200 | 357,212 | 357,212 | 178,225 CHF | 181,797 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 362,300 | 362,300 | 357,435 | 357,435 | 183,012 CHF | 186,587 CHF | 99.73% | 99.73% |
08/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 359,400 | 359,400 | 359,400 | 359,400 | 189,793 CHF | 193,387 CHF | 99.31% | 99.31% |
05/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 360,200 | 360,200 | 355,474 | 355,474 | 182,168 CHF | 185,723 CHF | 100.00% | 100.00% |
04/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 379,500 | 379,500 | 379,500 | 379,500 | 204,594 CHF | 208,389 CHF | 99.63% | 99.63% |
03/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 385,900 | 385,900 | 386,038 | 386,038 | 192,252 CHF | 196,112 CHF | 100.00% | 100.00% |
02/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 398,400 | 398,400 | 398,400 | 398,400 | 196,068 CHF | 200,052 CHF | 100.00% | 100.00% |