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 | 2.94% | 0.35 CHF | 0.36 CHF | 233,000 | 233,000 | 230,223 | 230,223 | 77,176 CHF | 79,478 CHF | 100.00% | 100.00% |
12/07/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 215,200 | 215,200 | 216,558 | 216,558 | 72,993 CHF | 75,158 CHF | 100.00% | 100.00% |
11/07/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 203,500 | 203,500 | 204,178 | 204,178 | 70,679 CHF | 72,720 CHF | 100.00% | 100.00% |
10/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 201,500 | 201,500 | 202,205 | 202,205 | 74,986 CHF | 77,008 CHF | 100.00% | 100.00% |
09/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 207,200 | 207,200 | 204,509 | 204,509 | 73,930 CHF | 75,977 CHF | 100.00% | 100.00% |
08/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 207,800 | 207,800 | 207,206 | 207,206 | 74,908 CHF | 76,980 CHF | 100.00% | 100.00% |
05/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 213,100 | 213,100 | 211,225 | 211,225 | 74,488 CHF | 76,600 CHF | 100.00% | 100.00% |
04/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 192,200 | 192,200 | 193,360 | 193,360 | 70,554 CHF | 72,488 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 193,600 | 193,600 | 192,663 | 192,663 | 72,048 CHF | 73,975 CHF | 100.00% | 100.00% |
02/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 194,600 | 194,600 | 195,576 | 195,576 | 78,401 CHF | 80,357 CHF | 100.00% | 100.00% |