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 | 2.78% | 0.36 CHF | 0.37 CHF | 480,100 | 480,100 | 480,100 | 480,100 | 170,639 CHF | 175,440 CHF | 100.00% | 100.00% |
12/07/2024 | 2.84% | 0.37 CHF | 0.38 CHF | 480,100 | 480,100 | 480,100 | 480,100 | 166,602 CHF | 171,403 CHF | 100.00% | 100.00% |
11/07/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 347,500 | 347,500 | 347,500 | 347,500 | 162,835 CHF | 166,310 CHF | 100.00% | 100.00% |
10/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 382,900 | 382,900 | 382,900 | 382,900 | 179,779 CHF | 183,608 CHF | 100.00% | 100.00% |
09/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 408,200 | 408,200 | 408,200 | 408,200 | 161,322 CHF | 165,404 CHF | 100.00% | 100.00% |
08/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 494,500 | 494,500 | 494,500 | 494,500 | 168,269 CHF | 173,214 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 476,600 | 476,600 | 476,600 | 476,600 | 161,216 CHF | 165,982 CHF | 99.93% | 99.93% |
04/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 476,300 | 476,300 | 476,300 | 476,300 | 160,534 CHF | 165,297 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 518,900 | 518,900 | 518,900 | 518,900 | 159,462 CHF | 164,651 CHF | 100.00% | 100.00% |
02/07/2024 | 1.91% | 0.27 CHF | 0.28 CHF | 589,900 | 589,900 | 589,900 | 589,900 | 152,992 CHF | 155,942 CHF | 100.00% | 100.00% |