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 | 4.14% | 0.25 CHF | 0.26 CHF | 197,000 | 197,000 | 201,033 | 201,033 | 47,599 CHF | 49,610 CHF | 100.00% | 100.00% |
12/07/2024 | 4.07% | 0.26 CHF | 0.27 CHF | 201,800 | 201,800 | 204,025 | 204,025 | 49,203 CHF | 51,243 CHF | 100.00% | 100.00% |
11/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 187,300 | 187,300 | 187,249 | 187,249 | 47,699 CHF | 49,571 CHF | 99.83% | 99.83% |
10/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 183,800 | 183,800 | 181,129 | 181,129 | 50,345 CHF | 52,156 CHF | 100.00% | 100.00% |
09/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 175,100 | 175,100 | 170,841 | 170,841 | 49,327 CHF | 51,035 CHF | 99.73% | 99.73% |
08/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 172,600 | 172,600 | 171,888 | 171,888 | 52,828 CHF | 54,547 CHF | 100.00% | 100.00% |
05/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175,800 | 175,800 | 175,087 | 175,087 | 52,141 CHF | 53,891 CHF | 99.81% | 99.81% |
04/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 181,300 | 181,300 | 183,810 | 183,810 | 51,519 CHF | 53,358 CHF | 100.00% | 100.00% |
03/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 197,600 | 197,600 | 202,213 | 202,213 | 54,177 CHF | 56,199 CHF | 100.00% | 100.00% |
02/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 208,500 | 208,500 | 207,640 | 207,640 | 49,592 CHF | 51,668 CHF | 99.99% | 99.99% |