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 | 2.53% | 0.46 CHF | 0.47 CHF | 359,200 | 359,200 | 166,650 | 166,650 | 68,606 CHF | 70,276 CHF | 100.00% | 100.00% |
12/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 424,800 | 424,800 | 190,124 | 190,124 | 59,626 CHF | 61,531 CHF | 100.00% | 100.00% |
11/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 380,100 | 380,100 | 169,970 | 169,970 | 59,963 CHF | 61,668 CHF | 100.00% | 100.00% |
10/07/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 392,900 | 392,900 | 170,218 | 170,218 | 58,479 CHF | 60,185 CHF | 100.00% | 100.00% |
09/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 374,500 | 374,500 | 167,652 | 167,652 | 59,215 CHF | 60,895 CHF | 100.00% | 100.00% |
08/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 358,000 | 358,000 | 157,197 | 157,197 | 55,953 CHF | 57,527 CHF | 100.00% | 100.00% |
05/07/2024 | 3.53% | 0.33 CHF | 0.34 CHF | 351,600 | 351,600 | 163,437 | 163,437 | 47,507 CHF | 49,146 CHF | 99.63% | 99.63% |
04/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 146,300 | 146,300 | 114,114 | 114,114 | 37,183 CHF | 38,325 CHF | 100.00% | 100.00% |
03/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 339,400 | 339,400 | 150,583 | 150,583 | 55,243 CHF | 56,761 CHF | 99.88% | 99.88% |
02/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 300,500 | 300,500 | 134,436 | 134,436 | 55,426 CHF | 56,774 CHF | 99.99% | 99.99% |