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 | 3.42% | 0.32 CHF | 0.33 CHF | 310,100 | 310,100 | 135,811 | 135,811 | 42,178 CHF | 43,552 CHF | 100.00% | 100.00% |
12/07/2024 | 4.43% | 0.25 CHF | 0.26 CHF | 316,700 | 316,700 | 137,488 | 137,488 | 31,447 CHF | 32,824 CHF | 100.00% | 100.00% |
11/07/2024 | 4.06% | 0.23 CHF | 0.24 CHF | 265,900 | 265,900 | 118,935 | 118,935 | 28,510 CHF | 29,702 CHF | 99.99% | 99.99% |
10/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 238,600 | 238,600 | 104,576 | 104,576 | 28,191 CHF | 29,239 CHF | 100.00% | 100.00% |
09/07/2024 | 2.22% | 0.38 CHF | 0.39 CHF | 154,200 | 154,200 | 72,330 | 72,330 | 32,571 CHF | 33,295 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 172,500 | 172,500 | 77,237 | 77,237 | 35,966 CHF | 36,740 CHF | 100.00% | 100.00% |
05/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 183,300 | 183,300 | 82,008 | 82,008 | 37,605 CHF | 38,427 CHF | 100.00% | 100.00% |
04/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 71,400 | 71,400 | 57,208 | 57,208 | 25,145 CHF | 25,717 CHF | 100.00% | 100.00% |
03/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 147,000 | 147,000 | 67,029 | 67,029 | 30,871 CHF | 31,543 CHF | 99.80% | 99.80% |
02/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 149,100 | 149,100 | 66,761 | 66,761 | 35,693 CHF | 36,362 CHF | 100.00% | 100.00% |