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 | 2.76% | 0.34 CHF | 0.35 CHF | 154,100 | 154,100 | 157,272 | 157,272 | 56,222 CHF | 57,795 CHF | 100.00% | 100.00% |
12/07/2024 | 2.80% | 0.32 CHF | 0.33 CHF | 147,900 | 147,900 | 149,542 | 149,542 | 52,742 CHF | 54,237 CHF | 100.00% | 100.00% |
11/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 165,500 | 165,500 | 165,471 | 165,471 | 55,318 CHF | 56,973 CHF | 99.83% | 99.83% |
10/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,600 | 170,600 | 168,131 | 168,131 | 51,507 CHF | 53,188 CHF | 100.00% | 100.00% |
09/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 184,100 | 184,100 | 179,663 | 179,663 | 53,404 CHF | 55,201 CHF | 99.74% | 99.74% |
08/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 174,400 | 174,400 | 173,681 | 173,681 | 48,654 CHF | 50,391 CHF | 100.00% | 100.00% |
05/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 169,000 | 169,000 | 168,315 | 168,315 | 48,876 CHF | 50,559 CHF | 99.81% | 99.81% |
04/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 160,000 | 160,000 | 162,229 | 162,229 | 49,967 CHF | 51,589 CHF | 100.00% | 100.00% |
03/07/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 136,100 | 136,100 | 139,281 | 139,281 | 44,959 CHF | 46,352 CHF | 100.00% | 100.00% |
02/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 144,900 | 144,900 | 144,302 | 144,302 | 52,470 CHF | 53,913 CHF | 100.00% | 100.00% |