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 | 3.49% | 0.27 CHF | 0.28 CHF | 355,300 | 355,300 | 353,834 | 353,834 | 99,825 CHF | 103,364 CHF | 99.97% | 99.97% |
12/07/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 359,100 | 359,100 | 357,619 | 357,619 | 102,626 CHF | 106,202 CHF | 100.00% | 100.00% |
11/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 367,500 | 367,500 | 365,987 | 365,987 | 101,436 CHF | 105,096 CHF | 100.00% | 100.00% |
10/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 375,300 | 375,300 | 373,755 | 373,755 | 103,705 CHF | 107,442 CHF | 100.00% | 100.00% |
09/07/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 365,400 | 365,400 | 363,893 | 363,893 | 97,551 CHF | 101,190 CHF | 100.00% | 100.00% |
08/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 363,100 | 363,100 | 361,603 | 361,603 | 101,578 CHF | 105,194 CHF | 100.00% | 100.00% |
05/07/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 380,500 | 380,500 | 378,928 | 378,928 | 108,140 CHF | 111,930 CHF | 99.81% | 99.81% |
04/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 387,200 | 387,200 | 385,596 | 385,596 | 100,925 CHF | 104,781 CHF | 99.49% | 99.49% |
03/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 389,100 | 389,100 | 393,151 | 393,151 | 100,898 CHF | 104,829 CHF | 100.00% | 100.00% |
02/07/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 421,600 | 421,600 | 419,861 | 419,861 | 103,301 CHF | 107,500 CHF | 100.00% | 100.00% |