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 | 3.39% | 0.29 CHF | 0.30 CHF | 184,900 | 184,900 | 185,116 | 185,116 | 53,765 CHF | 55,616 CHF | 100.00% | 100.00% |
12/07/2024 | 2.58% | 0.41 CHF | 0.42 CHF | 194,200 | 194,200 | 194,200 | 194,200 | 74,458 CHF | 76,400 CHF | 100.00% | 100.00% |
11/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 213,400 | 213,400 | 214,628 | 214,628 | 78,732 CHF | 80,879 CHF | 99.83% | 99.83% |
10/07/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 233,200 | 233,200 | 233,200 | 233,200 | 72,726 CHF | 75,058 CHF | 100.00% | 100.00% |
09/07/2024 | 3.04% | 0.30 CHF | 0.31 CHF | 231,300 | 231,300 | 231,044 | 231,044 | 75,001 CHF | 77,314 CHF | 99.73% | 99.73% |
08/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 212,900 | 212,900 | 212,900 | 212,900 | 69,426 CHF | 71,555 CHF | 99.99% | 99.99% |
05/07/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 204,800 | 204,800 | 200,804 | 200,804 | 72,826 CHF | 74,834 CHF | 99.81% | 99.81% |
04/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 201,200 | 201,200 | 199,294 | 199,294 | 72,083 CHF | 74,076 CHF | 100.00% | 100.00% |
03/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 199,100 | 199,100 | 194,964 | 194,964 | 72,677 CHF | 74,627 CHF | 100.00% | 100.00% |
02/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 198,800 | 198,800 | 200,419 | 200,419 | 73,702 CHF | 75,706 CHF | 99.99% | 99.99% |