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 | 2.03% | 0.49 CHF | 0.50 CHF | 403,700 | 403,700 | 402,039 | 402,039 | 195,950 CHF | 199,971 CHF | 100.00% | 100.00% |
12/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 419,200 | 419,200 | 417,472 | 417,472 | 194,704 CHF | 198,879 CHF | 100.00% | 100.00% |
11/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 429,400 | 429,400 | 427,630 | 427,630 | 194,636 CHF | 198,912 CHF | 100.00% | 100.00% |
10/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 442,400 | 442,400 | 440,579 | 440,579 | 197,100 CHF | 201,506 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 439,700 | 439,700 | 417,245 | 417,245 | 189,558 CHF | 193,731 CHF | 99.74% | 99.74% |
08/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 422,600 | 422,600 | 420,842 | 420,842 | 192,754 CHF | 196,962 CHF | 99.30% | 99.30% |
05/07/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 198,520 CHF | 202,802 CHF | 100.00% | 100.00% |
04/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 437,600 | 437,600 | 435,787 | 435,787 | 191,781 CHF | 196,138 CHF | 99.55% | 99.55% |
03/07/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 473,500 | 473,500 | 488,855 | 488,855 | 206,496 CHF | 211,385 CHF | 100.00% | 100.00% |
02/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 499,400 | 499,400 | 497,338 | 497,338 | 192,768 CHF | 197,742 CHF | 100.00% | 100.00% |