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 | 2.42% | 0.39 CHF | 0.40 CHF | 183,400 | 183,400 | 182,393 | 182,393 | 74,389 CHF | 76,213 CHF | 100.00% | 100.00% |
12/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 185,600 | 185,600 | 185,576 | 185,576 | 76,207 CHF | 78,063 CHF | 100.00% | 100.00% |
11/07/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 201,800 | 201,800 | 202,523 | 202,523 | 78,202 CHF | 80,227 CHF | 100.00% | 100.00% |
10/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 209,400 | 209,400 | 208,538 | 208,538 | 73,963 CHF | 76,048 CHF | 100.00% | 100.00% |
09/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 203,500 | 203,500 | 196,583 | 196,583 | 74,651 CHF | 76,617 CHF | 99.74% | 99.74% |
08/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 187,800 | 187,800 | 187,020 | 187,020 | 74,363 CHF | 76,233 CHF | 99.30% | 99.30% |
05/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 187,700 | 187,700 | 186,926 | 186,926 | 77,134 CHF | 79,004 CHF | 100.00% | 100.00% |
04/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 192,700 | 192,700 | 191,902 | 191,902 | 76,561 CHF | 78,480 CHF | 99.63% | 99.63% |
03/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 197,400 | 197,400 | 198,356 | 198,356 | 76,767 CHF | 78,751 CHF | 100.00% | 100.00% |
02/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 198,600 | 198,600 | 197,164 | 197,164 | 74,606 CHF | 76,578 CHF | 100.00% | 100.00% |