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 | 1.62% | 0.60 CHF | 0.61 CHF | 214,900 | 214,900 | 213,264 | 213,264 | 130,917 CHF | 133,050 CHF | 100.00% | 100.00% |
12/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 209,500 | 209,500 | 209,979 | 209,979 | 129,849 CHF | 131,949 CHF | 100.00% | 100.00% |
11/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 222,200 | 222,200 | 223,884 | 223,884 | 135,560 CHF | 137,799 CHF | 100.00% | 100.00% |
10/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 234,000 | 234,000 | 235,592 | 235,592 | 132,215 CHF | 134,571 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 239,200 | 239,200 | 235,690 | 235,690 | 137,425 CHF | 139,784 CHF | 99.73% | 99.73% |
08/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 239,600 | 239,600 | 239,754 | 239,754 | 131,556 CHF | 133,954 CHF | 99.31% | 99.31% |
05/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 244,400 | 244,400 | 244,900 | 244,900 | 134,066 CHF | 136,515 CHF | 100.00% | 100.00% |
04/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 249,700 | 249,700 | 249,070 | 249,070 | 133,518 CHF | 136,008 CHF | 99.61% | 99.61% |
03/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 265,300 | 265,300 | 265,762 | 265,762 | 139,848 CHF | 142,505 CHF | 100.00% | 100.00% |
02/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 270,000 | 270,000 | 271,886 | 271,886 | 124,463 CHF | 127,182 CHF | 100.00% | 100.00% |