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 | 2.46% | 0.40 CHF | 0.41 CHF | 358,200 | 358,200 | 355,314 | 355,314 | 142,469 CHF | 146,022 CHF | 100.00% | 100.00% |
12/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 353,600 | 353,600 | 342,782 | 342,782 | 139,291 CHF | 142,719 CHF | 100.00% | 100.00% |
11/07/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 335,600 | 335,600 | 335,540 | 335,534 | 140,427 CHF | 143,780 CHF | 99.99% | 99.99% |
10/07/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 335,500 | 335,500 | 335,918 | 335,918 | 145,067 CHF | 148,426 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 336,200 | 336,200 | 343,894 | 343,894 | 148,210 CHF | 151,653 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 349,700 | 349,700 | 338,406 | 338,406 | 138,593 CHF | 141,977 CHF | 100.00% | 100.00% |
05/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 331,100 | 331,100 | 328,938 | 328,938 | 142,490 CHF | 145,780 CHF | 100.00% | 100.00% |
04/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 327,500 | 327,500 | 313,429 | 313,429 | 142,023 CHF | 145,158 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 304,000 | 304,000 | 302,027 | 302,027 | 143,810 CHF | 146,830 CHF | 100.00% | 100.00% |
02/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 300,800 | 300,800 | 310,647 | 310,647 | 152,289 CHF | 155,395 CHF | 99.99% | 99.99% |