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 | 1.92% | 0.53 CHF | 0.54 CHF | 97,400 | 97,400 | 53,721 | 53,721 | 28,170 CHF | 28,708 CHF | 99.99% | 99.99% |
12/07/2024 | 2.15% | 0.50 CHF | 0.51 CHF | 103,500 | 103,500 | 57,379 | 57,379 | 27,388 CHF | 27,963 CHF | 99.94% | 99.94% |
11/07/2024 | 2.21% | 0.48 CHF | 0.49 CHF | 109,400 | 109,400 | 59,889 | 59,889 | 27,988 CHF | 28,593 CHF | 99.42% | 99.42% |
10/07/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125,300 | 125,300 | 68,057 | 68,057 | 29,904 CHF | 30,586 CHF | 99.84% | 99.84% |
09/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 126,500 | 126,500 | 69,836 | 69,836 | 28,674 CHF | 29,374 CHF | 99.66% | 99.66% |
08/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 68,792 | 68,792 | 27,879 CHF | 28,570 CHF | 100.00% | 100.00% |
05/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 127,900 | 127,900 | 70,348 | 70,348 | 30,120 CHF | 30,826 CHF | 99.53% | 99.53% |
04/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 64,000 | 64,000 | 57,123 | 57,123 | 23,329 CHF | 23,900 CHF | 98.94% | 98.94% |
03/07/2024 | 2.72% | 0.41 CHF | 0.42 CHF | 142,900 | 142,900 | 77,346 | 77,346 | 29,122 CHF | 29,897 CHF | 98.22% | 98.22% |
02/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 144,300 | 144,300 | 79,184 | 79,184 | 27,245 CHF | 28,038 CHF | 100.00% | 100.00% |