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 | 2.97% | 0.65 CHF | 0.66 CHF | 275,100 | 275,100 | 107,152 | 107,152 | 66,744 CHF | 68,296 CHF | 99.99% | 99.99% |
12/07/2024 | 3.25% | 0.60 CHF | 0.61 CHF | 305,100 | 305,100 | 134,078 | 134,078 | 75,625 CHF | 77,643 CHF | 100.00% | 100.00% |
11/07/2024 | 3.01% | 0.55 CHF | 0.56 CHF | 269,500 | 269,500 | 122,769 | 122,769 | 70,185 CHF | 72,049 CHF | 99.99% | 99.99% |
10/07/2024 | 2.82% | 0.62 CHF | 0.63 CHF | 257,200 | 257,200 | 115,026 | 115,026 | 72,189 CHF | 73,931 CHF | 99.90% | 99.90% |
09/07/2024 | 2.79% | 0.65 CHF | 0.66 CHF | 251,800 | 251,800 | 113,671 | 113,671 | 73,272 CHF | 74,988 CHF | 99.73% | 99.73% |
08/07/2024 | 2.69% | 0.66 CHF | 0.67 CHF | 247,200 | 247,200 | 109,378 | 109,378 | 71,357 CHF | 73,019 CHF | 99.31% | 99.31% |
05/07/2024 | 2.60% | 0.67 CHF | 0.68 CHF | 241,800 | 241,800 | 108,183 | 108,183 | 74,159 CHF | 75,798 CHF | 99.89% | 99.89% |
04/07/2024 | 2.90% | 0.68 CHF | 0.70 CHF | 96,800 | 96,800 | 77,569 | 77,569 | 52,623 CHF | 54,174 CHF | 99.61% | 99.61% |
03/07/2024 | 2.89% | 0.70 CHF | 0.71 CHF | 264,700 | 264,700 | 110,704 | 110,704 | 72,379 CHF | 74,097 CHF | 100.00% | 100.00% |
02/07/2024 | 2.93% | 0.63 CHF | 0.64 CHF | 272,500 | 272,500 | 121,372 | 121,372 | 74,429 CHF | 76,265 CHF | 99.99% | 99.99% |