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 | 3.15% | 0.32 CHF | 0.33 CHF | 211,900 | 211,900 | 211,741 | 211,741 | 66,157 CHF | 68,274 CHF | 100.00% | 100.00% |
12/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 230,800 | 230,800 | 232,039 | 232,039 | 72,570 CHF | 74,891 CHF | 100.00% | 100.00% |
11/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 249,400 | 249,400 | 248,373 | 248,373 | 72,405 CHF | 74,888 CHF | 99.98% | 99.98% |
10/07/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 243,400 | 243,400 | 245,239 | 245,239 | 64,345 CHF | 66,797 CHF | 100.00% | 100.00% |
09/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 240,000 | 240,000 | 239,379 | 239,379 | 66,782 CHF | 69,176 CHF | 100.00% | 100.00% |
08/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 238,600 | 238,600 | 237,616 | 237,616 | 68,504 CHF | 70,880 CHF | 100.00% | 100.00% |
05/07/2024 | 3.19% | 0.29 CHF | 0.30 CHF | 226,700 | 226,700 | 225,344 | 225,344 | 69,507 CHF | 71,761 CHF | 99.81% | 99.81% |
04/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 242,700 | 242,700 | 241,531 | 241,531 | 73,262 CHF | 75,677 CHF | 99.49% | 99.49% |
03/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 254,500 | 254,500 | 253,444 | 253,444 | 73,333 CHF | 75,867 CHF | 99.35% | 99.35% |
02/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 254,400 | 254,400 | 253,349 | 253,349 | 64,113 CHF | 66,646 CHF | 100.00% | 100.00% |