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 | 3.44% | 0.28 CHF | 0.29 CHF | 264,600 | 264,600 | 264,910 | 264,910 | 75,790 CHF | 78,439 CHF | 100.00% | 100.00% |
12/07/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 273,900 | 273,900 | 279,852 | 279,852 | 76,667 CHF | 79,466 CHF | 100.00% | 100.00% |
11/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 280,200 | 280,200 | 279,060 | 279,060 | 77,313 CHF | 80,103 CHF | 100.00% | 100.00% |
10/07/2024 | 3.26% | 0.27 CHF | 0.28 CHF | 248,600 | 248,600 | 242,167 | 242,167 | 73,178 CHF | 75,599 CHF | 100.00% | 100.00% |
09/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 237,800 | 237,800 | 238,935 | 238,935 | 76,386 CHF | 78,777 CHF | 100.00% | 100.00% |
08/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 245,300 | 245,300 | 244,552 | 244,552 | 76,085 CHF | 78,530 CHF | 100.00% | 100.00% |
05/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 227,300 | 227,300 | 228,745 | 228,745 | 73,437 CHF | 75,725 CHF | 99.81% | 99.81% |
04/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 231,800 | 231,800 | 231,800 | 231,800 | 77,809 CHF | 80,127 CHF | 99.49% | 99.49% |
03/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 234,100 | 234,100 | 234,100 | 234,100 | 78,800 CHF | 81,141 CHF | 99.37% | 99.37% |
02/07/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 216,400 | 216,400 | 216,400 | 216,400 | 72,473 CHF | 74,637 CHF | 99.99% | 99.99% |