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 | 1.96% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 224,183 | 224,183 | 113,246 CHF | 115,488 CHF | 99.76% | 99.76% |
12/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 224,000 | 224,000 | 224,651 | 224,651 | 113,628 CHF | 115,874 CHF | 100.00% | 100.00% |
11/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 227,232 | 227,232 | 116,093 CHF | 118,366 CHF | 100.00% | 100.00% |
10/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 227,235 | 227,235 | 115,746 CHF | 118,018 CHF | 100.00% | 100.00% |
09/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 228,000 | 228,000 | 229,334 | 229,334 | 119,163 CHF | 121,457 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 224,000 | 224,000 | 227,650 | 227,650 | 115,732 CHF | 118,008 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 227,999 | 227,999 | 116,596 CHF | 118,876 CHF | 99.72% | 99.72% |
04/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 228,000 | 228,000 | 116,281 CHF | 118,561 CHF | 99.47% | 99.47% |
03/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 227,317 | 227,317 | 115,618 CHF | 117,891 CHF | 96.80% | 96.80% |
02/07/2024 | 2.13% | 0.51 CHF | 0.52 CHF | 228,000 | 228,000 | 217,667 | 217,667 | 111,052 CHF | 113,252 CHF | 100.00% | 100.00% |