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 | 1.88% | 0.52 CHF | 0.53 CHF | 216,100 | 216,100 | 95,935 | 95,935 | 51,084 CHF | 52,045 CHF | 99.97% | 99.97% |
12/07/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 221,500 | 221,500 | 99,439 | 99,439 | 52,853 CHF | 53,850 CHF | 100.00% | 100.00% |
11/07/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 215,300 | 215,300 | 96,085 | 96,085 | 51,321 CHF | 52,288 CHF | 100.00% | 100.00% |
10/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 213,900 | 213,900 | 95,777 | 95,777 | 50,903 CHF | 51,862 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 208,700 | 208,700 | 93,658 | 93,658 | 50,193 CHF | 51,131 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 204,000 | 204,000 | 91,239 | 91,239 | 51,442 CHF | 52,356 CHF | 99.99% | 99.99% |
05/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 192,300 | 192,300 | 85,850 | 85,850 | 49,693 CHF | 50,553 CHF | 99.81% | 99.81% |
04/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 76,900 | 76,900 | 61,394 | 61,394 | 36,538 CHF | 37,152 CHF | 99.44% | 99.44% |
03/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 198,100 | 198,100 | 89,374 | 89,374 | 52,418 CHF | 53,314 CHF | 99.98% | 99.98% |
02/07/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 201,900 | 201,900 | 87,122 | 87,122 | 48,513 CHF | 49,386 CHF | 100.00% | 100.00% |