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 | 3.29% | 0.30 CHF | 0.31 CHF | 131,300 | 131,300 | 131,520 | 131,520 | 39,313 CHF | 40,628 CHF | 100.00% | 100.00% |
12/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 40,761 CHF | 42,036 CHF | 100.00% | 100.00% |
11/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 126,700 | 126,700 | 127,097 | 127,097 | 38,961 CHF | 40,232 CHF | 100.00% | 100.00% |
10/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 127,800 | 127,800 | 127,293 | 127,293 | 41,681 CHF | 42,954 CHF | 100.00% | 100.00% |
09/07/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 108,900 | 108,900 | 108,370 | 108,370 | 37,383 CHF | 38,466 CHF | 100.00% | 100.00% |
08/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 95,400 | 95,400 | 95,007 | 95,007 | 37,755 CHF | 38,705 CHF | 100.00% | 100.00% |
05/07/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 117,200 | 117,200 | 118,483 | 118,483 | 50,143 CHF | 51,328 CHF | 99.23% | 99.23% |
04/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 196,000 | 196,000 | 197,900 | 197,900 | 64,497 CHF | 66,476 CHF | 99.49% | 99.49% |
03/07/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 253,200 | 253,200 | 254,779 | 254,779 | 45,928 CHF | 48,476 CHF | 99.35% | 99.35% |
02/07/2024 | 6.66% | 0.14 CHF | 0.16 CHF | 243,700 | 243,700 | 242,995 | 242,995 | 35,295 CHF | 37,725 CHF | 100.00% | 100.00% |