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 | 2.27% | 0.44 CHF | 0.45 CHF | 475,300 | 475,300 | 212,695 | 212,695 | 94,899 CHF | 97,031 CHF | 100.00% | 100.00% |
12/07/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 441,900 | 441,900 | 183,868 | 183,868 | 74,367 CHF | 76,209 CHF | 99.90% | 99.90% |
11/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 371,600 | 371,600 | 166,331 | 166,331 | 77,211 CHF | 78,877 CHF | 100.00% | 100.00% |
10/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 364,300 | 364,300 | 163,074 | 163,074 | 84,576 CHF | 86,210 CHF | 100.00% | 100.00% |
09/07/2024 | 1.78% | 0.53 CHF | 0.54 CHF | 311,600 | 311,600 | 139,476 | 139,476 | 78,714 CHF | 80,112 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 333,800 | 333,800 | 149,438 | 149,438 | 88,165 CHF | 89,662 CHF | 100.00% | 100.00% |
05/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 357,800 | 357,800 | 159,890 | 159,890 | 89,941 CHF | 91,544 CHF | 99.90% | 99.90% |
04/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 143,100 | 143,100 | 114,605 | 114,605 | 62,132 CHF | 63,278 CHF | 100.00% | 100.00% |
03/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 313,300 | 313,300 | 140,288 | 140,288 | 79,065 CHF | 80,471 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 281,600 | 281,600 | 126,256 | 126,256 | 80,840 CHF | 82,105 CHF | 100.00% | 100.00% |