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 | 2.22% | 0.26 CHF | 0.27 CHF | 258,900 | 258,900 | 258,201 | 258,201 | 58,642 CHF | 59,962 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 0.23 CHF | 0.24 CHF | 258,000 | 258,000 | 236,836 | 236,836 | 52,964 CHF | 54,148 CHF | 100.00% | 100.00% |
11/07/2024 | 2.26% | 0.25 CHF | 0.26 CHF | 230,400 | 230,400 | 240,797 | 240,797 | 55,461 CHF | 56,734 CHF | 71.55% | 71.55% |
10/07/2024 | 2.22% | 0.22 CHF | 0.23 CHF | 246,100 | 246,100 | 247,257 | 247,257 | 55,193 CHF | 56,429 CHF | 99.38% | 99.38% |
09/07/2024 | 2.13% | 0.20 CHF | 0.21 CHF | 247,600 | 247,600 | 231,441 | 231,441 | 53,904 CHF | 55,061 CHF | 100.00% | 100.00% |
08/07/2024 | 3.40% | 0.25 CHF | 0.25 CHF | 226,400 | 226,400 | 207,918 | 207,918 | 54,052 CHF | 55,920 CHF | 100.00% | 100.00% |
05/07/2024 | 3.64% | 0.31 CHF | 0.32 CHF | 202,000 | 202,000 | 213,478 | 213,478 | 57,674 CHF | 59,806 CHF | 100.00% | 100.00% |
04/07/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 217,000 | 217,000 | 229,339 | 229,339 | 60,675 CHF | 62,936 CHF | 100.00% | 100.00% |
03/07/2024 | 2.39% | 0.25 CHF | 0.25 CHF | 233,200 | 233,200 | 242,093 | 242,093 | 59,139 CHF | 60,577 CHF | 100.00% | 100.00% |
02/07/2024 | 2.24% | 0.25 CHF | 0.26 CHF | 244,400 | 244,400 | 255,936 | 255,936 | 57,489 CHF | 58,786 CHF | 99.95% | 99.95% |