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 | 2.49% | 0.34 CHF | 0.35 CHF | 137,800 | 137,800 | 138,188 | 138,188 | 54,854 CHF | 56,236 CHF | 100.00% | 100.00% |
12/07/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 138,300 | 138,300 | 152,869 | 152,869 | 62,196 CHF | 63,724 CHF | 100.00% | 100.00% |
11/07/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 157,300 | 157,300 | 148,096 | 148,096 | 59,247 CHF | 60,728 CHF | 71.56% | 71.56% |
10/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 143,400 | 143,400 | 142,552 | 142,552 | 59,405 CHF | 60,831 CHF | 99.38% | 99.38% |
09/07/2024 | 2.47% | 0.46 CHF | 0.47 CHF | 142,300 | 142,300 | 154,192 | 154,192 | 61,757 CHF | 63,299 CHF | 99.99% | 99.99% |
08/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 157,900 | 157,900 | 174,337 | 174,337 | 62,739 CHF | 64,482 CHF | 100.00% | 100.00% |
05/07/2024 | 2.80% | 0.31 CHF | 0.32 CHF | 179,600 | 179,600 | 166,439 | 166,439 | 58,772 CHF | 60,436 CHF | 100.00% | 100.00% |
04/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 162,400 | 162,400 | 150,442 | 150,442 | 54,710 CHF | 56,214 CHF | 100.00% | 100.00% |
03/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 146,700 | 146,700 | 139,554 | 139,554 | 55,805 CHF | 57,200 CHF | 100.00% | 100.00% |
02/07/2024 | 2.25% | 0.39 CHF | 0.40 CHF | 137,700 | 137,700 | 129,277 | 129,277 | 56,948 CHF | 58,241 CHF | 99.96% | 99.96% |