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 | 2.22% | 0.45 CHF | 0.46 CHF | 275,400 | 275,400 | 274,266 | 274,266 | 122,209 CHF | 124,952 CHF | 100.00% | 100.00% |
12/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 243,300 | 243,300 | 246,651 | 246,651 | 118,773 CHF | 121,239 CHF | 100.00% | 100.00% |
11/07/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 229,100 | 229,100 | 228,155 | 228,155 | 121,359 CHF | 123,641 CHF | 99.83% | 99.83% |
10/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 202,300 | 202,300 | 205,214 | 205,214 | 116,860 CHF | 118,912 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 224,400 | 224,400 | 222,519 | 222,519 | 130,187 CHF | 132,412 CHF | 99.74% | 99.74% |
08/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 222,700 | 222,700 | 221,964 | 221,964 | 123,652 CHF | 125,872 CHF | 99.99% | 99.99% |
05/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 218,700 | 218,700 | 217,796 | 217,796 | 119,877 CHF | 122,055 CHF | 99.81% | 99.81% |
04/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 211,900 | 211,900 | 219,868 | 219,868 | 129,306 CHF | 131,505 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 210,500 | 210,500 | 206,975 | 206,975 | 121,178 CHF | 123,248 CHF | 100.00% | 100.00% |
02/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 227,700 | 227,700 | 226,973 | 226,973 | 141,446 CHF | 143,716 CHF | 99.42% | 99.42% |