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 | 4.03% | 0.25 CHF | 0.26 CHF | 367,600 | 367,600 | 367,600 | 367,600 | 89,626 CHF | 93,302 CHF | 99.99% | 99.99% |
12/07/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 332,600 | 332,600 | 337,208 | 337,208 | 94,958 CHF | 98,330 CHF | 100.00% | 100.00% |
11/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 306,100 | 306,100 | 306,100 | 306,100 | 93,824 CHF | 96,885 CHF | 100.00% | 100.00% |
10/07/2024 | 2.71% | 0.33 CHF | 0.34 CHF | 257,500 | 257,500 | 257,509 | 257,509 | 93,814 CHF | 96,389 CHF | 100.00% | 100.00% |
09/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 257,300 | 257,300 | 253,848 | 253,848 | 96,950 CHF | 99,489 CHF | 99.73% | 99.73% |
08/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 253,600 | 253,600 | 253,600 | 253,600 | 103,243 CHF | 105,779 CHF | 99.28% | 99.28% |
05/07/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 254,600 | 254,600 | 251,259 | 251,259 | 96,260 CHF | 98,773 CHF | 100.00% | 100.00% |
04/07/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 279,100 | 279,100 | 279,100 | 279,100 | 118,551 CHF | 121,342 CHF | 99.55% | 99.55% |
03/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 294,800 | 294,800 | 294,905 | 294,905 | 107,177 CHF | 110,126 CHF | 100.00% | 100.00% |
02/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 312,000 | 312,000 | 312,000 | 312,000 | 110,266 CHF | 113,386 CHF | 100.00% | 100.00% |