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 | 4.66% | 0.22 CHF | 0.23 CHF | 384,000 | 384,000 | 382,255 | 382,255 | 80,078 CHF | 83,901 CHF | 100.00% | 100.00% |
12/07/2024 | 5.11% | 0.18 CHF | 0.19 CHF | 334,100 | 334,100 | 332,686 | 332,686 | 63,538 CHF | 66,865 CHF | 100.00% | 100.00% |
11/07/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 284,800 | 284,800 | 288,339 | 288,339 | 61,738 CHF | 64,621 CHF | 100.00% | 100.00% |
10/07/2024 | 3.79% | 0.23 CHF | 0.24 CHF | 237,600 | 237,600 | 241,598 | 241,598 | 63,307 CHF | 65,723 CHF | 100.00% | 100.00% |
09/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 231,500 | 231,500 | 229,315 | 229,315 | 63,695 CHF | 65,988 CHF | 100.00% | 100.00% |
08/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 245,900 | 245,900 | 244,788 | 244,788 | 68,695 CHF | 71,143 CHF | 100.00% | 100.00% |
05/07/2024 | 3.77% | 0.28 CHF | 0.29 CHF | 257,700 | 257,700 | 253,105 | 253,105 | 66,044 CHF | 68,575 CHF | 99.81% | 99.81% |
04/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 260,800 | 260,800 | 260,548 | 260,548 | 69,732 CHF | 72,338 CHF | 99.49% | 99.49% |
03/07/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 249,900 | 249,900 | 248,863 | 248,863 | 62,431 CHF | 64,919 CHF | 99.35% | 99.35% |
02/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 283,500 | 283,500 | 282,230 | 282,230 | 79,339 CHF | 82,161 CHF | 100.00% | 100.00% |