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 | 1.90% | 0.52 CHF | 0.53 CHF | 251,600 | 251,600 | 252,905 | 252,905 | 131,676 CHF | 134,205 CHF | 100.00% | 100.00% |
12/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 236,500 | 236,500 | 237,370 | 237,370 | 123,264 CHF | 125,638 CHF | 100.00% | 100.00% |
11/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 238,700 | 238,700 | 239,936 | 239,936 | 130,363 CHF | 132,762 CHF | 99.99% | 99.99% |
10/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 223,900 | 223,900 | 225,710 | 225,710 | 124,536 CHF | 126,793 CHF | 100.00% | 100.00% |
09/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 270,300 | 270,300 | 267,096 | 267,096 | 149,870 CHF | 152,541 CHF | 100.00% | 100.00% |
08/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 262,300 | 262,300 | 259,757 | 259,757 | 126,660 CHF | 129,258 CHF | 100.00% | 100.00% |
05/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 271,800 | 271,800 | 267,862 | 267,862 | 127,762 CHF | 130,441 CHF | 99.80% | 99.80% |
04/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 255,500 | 255,500 | 254,442 | 254,442 | 122,120 CHF | 124,664 CHF | 99.49% | 99.49% |
03/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 244,400 | 244,400 | 246,444 | 246,444 | 121,838 CHF | 124,302 CHF | 99.35% | 99.35% |
02/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 252,200 | 252,200 | 251,221 | 251,221 | 131,218 CHF | 133,730 CHF | 100.00% | 100.00% |