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 | 3.02% | 0.35 CHF | 0.36 CHF | 943,000 | 943,000 | 927,143 | 927,143 | 305,816 CHF | 315,098 CHF | 100.00% | 100.00% |
12/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 861,000 | 861,000 | 855,686 | 855,686 | 289,857 CHF | 298,423 CHF | 100.00% | 100.00% |
11/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 799,000 | 799,000 | 793,449 | 793,449 | 282,004 CHF | 289,947 CHF | 97.40% | 97.40% |
10/07/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 740,000 | 740,000 | 736,066 | 736,066 | 294,620 CHF | 301,989 CHF | 100.00% | 100.00% |
09/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 751,000 | 751,000 | 742,424 | 742,424 | 293,099 CHF | 300,531 CHF | 99.76% | 99.76% |
08/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 727,000 | 727,000 | 718,901 | 718,901 | 291,428 CHF | 298,625 CHF | 99.99% | 99.99% |
05/07/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 764,000 | 764,000 | 753,087 | 753,087 | 302,981 CHF | 310,520 CHF | 100.00% | 100.00% |
04/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 732,000 | 732,000 | 725,936 | 725,936 | 295,605 CHF | 302,872 CHF | 100.00% | 100.00% |
03/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 731,000 | 731,000 | 723,171 | 723,171 | 300,266 CHF | 307,506 CHF | 100.00% | 100.00% |
02/07/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 751,000 | 751,000 | 747,146 | 747,146 | 325,611 CHF | 333,090 CHF | 100.00% | 100.00% |