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 | 3.16% | 0.31 CHF | 0.32 CHF | 213,700 | 213,700 | 207,689 | 207,689 | 64,784 CHF | 66,861 CHF | 100.00% | 100.00% |
12/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 206,000 | 206,000 | 189,767 | 189,767 | 61,602 CHF | 63,499 CHF | 100.00% | 100.00% |
11/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 184,800 | 184,800 | 186,584 | 186,584 | 66,807 CHF | 68,673 CHF | 71.57% | 71.57% |
10/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 187,500 | 187,500 | 183,959 | 183,959 | 64,829 CHF | 66,668 CHF | 99.38% | 99.38% |
09/07/2024 | 2.58% | 0.33 CHF | 0.34 CHF | 182,900 | 182,900 | 178,422 | 178,422 | 68,511 CHF | 70,297 CHF | 100.00% | 100.00% |
08/07/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 177,300 | 177,300 | 171,920 | 171,920 | 65,743 CHF | 67,462 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 170,200 | 170,200 | 170,505 | 170,505 | 70,674 CHF | 72,379 CHF | 100.00% | 100.00% |
04/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 170,600 | 170,600 | 163,676 | 163,676 | 66,094 CHF | 67,730 CHF | 100.00% | 100.00% |
03/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 161,500 | 161,500 | 175,034 | 175,034 | 75,164 CHF | 76,914 CHF | 100.00% | 100.00% |
02/07/2024 | 2.70% | 0.40 CHF | 0.41 CHF | 178,600 | 178,600 | 185,802 | 185,802 | 68,024 CHF | 69,882 CHF | 99.96% | 99.96% |