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 | 3.72% | 0.28 CHF | 0.29 CHF | 319,000 | 319,000 | 310,327 | 310,327 | 82,117 CHF | 85,220 CHF | 100.00% | 100.00% |
12/07/2024 | 3.25% | 0.27 CHF | 0.28 CHF | 261,500 | 261,500 | 261,500 | 261,500 | 79,501 CHF | 82,116 CHF | 100.00% | 100.00% |
11/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 242,100 | 242,100 | 242,100 | 242,100 | 80,760 CHF | 83,181 CHF | 99.83% | 99.83% |
10/07/2024 | 2.62% | 0.35 CHF | 0.36 CHF | 223,100 | 223,100 | 223,100 | 223,100 | 84,131 CHF | 86,362 CHF | 99.14% | 99.14% |
09/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 232,800 | 232,800 | 232,583 | 232,583 | 84,389 CHF | 86,717 CHF | 99.74% | 99.74% |
08/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 214,100 | 214,100 | 214,100 | 214,100 | 79,301 CHF | 81,442 CHF | 100.00% | 100.00% |
05/07/2024 | 2.81% | 0.39 CHF | 0.40 CHF | 244,700 | 244,700 | 244,700 | 244,700 | 86,028 CHF | 88,475 CHF | 99.81% | 99.81% |
04/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 235,200 | 235,200 | 235,200 | 235,200 | 82,300 CHF | 84,652 CHF | 100.00% | 100.00% |
03/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 213,300 | 213,300 | 213,300 | 213,300 | 77,983 CHF | 80,116 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 236,500 | 236,500 | 236,500 | 236,500 | 96,176 CHF | 98,541 CHF | 99.99% | 99.99% |