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 | 15.12% | 0.07 CHF | 0.08 CHF | 599,600 | 599,600 | 601,686 | 601,686 | 36,878 CHF | 42,895 CHF | 100.00% | 100.00% |
12/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 130,400 | 130,400 | 131,478 | 131,478 | 44,999 CHF | 46,314 CHF | 100.00% | 100.00% |
11/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 138,500 | 138,500 | 139,009 | 139,009 | 44,602 CHF | 45,992 CHF | 99.83% | 99.83% |
10/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 144,900 | 144,900 | 145,480 | 145,480 | 41,966 CHF | 43,421 CHF | 100.00% | 100.00% |
09/07/2024 | 3.17% | 0.29 CHF | 0.30 CHF | 136,100 | 136,100 | 134,517 | 134,517 | 41,908 CHF | 43,255 CHF | 99.73% | 99.73% |
08/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 130,000 | 130,000 | 129,330 | 129,330 | 42,356 CHF | 43,649 CHF | 100.00% | 100.00% |
05/07/2024 | 2.68% | 0.32 CHF | 0.33 CHF | 121,600 | 121,600 | 120,081 | 120,081 | 44,294 CHF | 45,495 CHF | 99.81% | 99.81% |
04/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 129,100 | 129,100 | 129,568 | 129,568 | 44,235 CHF | 45,530 CHF | 100.00% | 100.00% |
03/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 136,000 | 136,000 | 136,680 | 136,680 | 43,982 CHF | 45,349 CHF | 100.00% | 100.00% |
02/07/2024 | 3.42% | 0.31 CHF | 0.32 CHF | 140,200 | 140,200 | 141,044 | 141,044 | 40,554 CHF | 41,964 CHF | 100.00% | 100.00% |