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 | 2.29% | 0.26 CHF | 0.27 CHF | 557,800 | 557,800 | 557,800 | 557,800 | 143,540 CHF | 146,877 CHF | 99.09% | 99.09% |
12/07/2024 | 3.28% | 0.27 CHF | 0.28 CHF | 596,400 | 596,400 | 596,400 | 596,400 | 156,591 CHF | 161,826 CHF | 100.00% | 100.00% |
11/07/2024 | 2.83% | 0.26 CHF | 0.26 CHF | 597,500 | 597,500 | 597,500 | 597,500 | 154,141 CHF | 158,587 CHF | 100.00% | 100.00% |
10/07/2024 | 2.07% | 0.25 CHF | 0.26 CHF | 670,200 | 670,200 | 670,200 | 670,200 | 160,418 CHF | 163,769 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 0.22 CHF | 0.22 CHF | 588,100 | 588,100 | 588,100 | 588,100 | 133,760 CHF | 136,701 CHF | 100.00% | 100.00% |
08/07/2024 | 3.41% | 0.26 CHF | 0.27 CHF | 581,300 | 581,300 | 581,300 | 581,300 | 160,826 CHF | 166,406 CHF | 100.00% | 100.00% |
05/07/2024 | 2.90% | 0.26 CHF | 0.26 CHF | 540,100 | 540,100 | 540,100 | 540,100 | 142,794 CHF | 147,031 CHF | 100.00% | 100.00% |
04/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 616,900 | 616,900 | 616,900 | 616,900 | 170,244 CHF | 176,413 CHF | 100.00% | 100.00% |
03/07/2024 | 2.02% | 0.25 CHF | 0.26 CHF | 728,000 | 728,000 | 728,000 | 728,000 | 178,329 CHF | 181,969 CHF | 100.00% | 100.00% |
02/07/2024 | 2.45% | 0.21 CHF | 0.21 CHF | 631,400 | 631,400 | 631,400 | 631,400 | 127,516 CHF | 130,673 CHF | 99.99% | 99.99% |