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 | 2.74% | 0.36 CHF | 0.37 CHF | 676,400 | 676,400 | 387,669 | 387,669 | 141,965 CHF | 145,849 CHF | 100.00% | 100.00% |
12/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 714,000 | 714,000 | 392,205 | 392,205 | 142,704 CHF | 146,634 CHF | 100.00% | 100.00% |
11/07/2024 | 3.00% | 0.36 CHF | 0.37 CHF | 805,100 | 805,100 | 429,741 | 429,741 | 145,629 CHF | 149,934 CHF | 100.00% | 100.00% |
10/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 717,800 | 717,800 | 395,734 | 395,734 | 137,061 CHF | 141,025 CHF | 100.00% | 100.00% |
09/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 770,600 | 770,600 | 425,003 | 425,003 | 141,737 CHF | 145,996 CHF | 100.00% | 100.00% |
08/07/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 783,000 | 783,000 | 431,675 | 431,675 | 141,073 CHF | 145,398 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 727,200 | 727,200 | 401,001 | 401,001 | 137,671 CHF | 141,689 CHF | 100.00% | 100.00% |
04/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 363,600 | 363,600 | 324,954 | 324,954 | 113,734 CHF | 116,983 CHF | 100.00% | 100.00% |
03/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 715,900 | 715,900 | 398,354 | 398,354 | 141,616 CHF | 145,607 CHF | 96.78% | 96.78% |
02/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 696,500 | 696,500 | 384,122 | 384,122 | 140,910 CHF | 144,759 CHF | 100.00% | 100.00% |