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 | 2.44% | 0.65 CHF | 0.66 CHF | 150,700 | 150,700 | 73,975 | 73,975 | 46,013 CHF | 47,032 CHF | 99.06% | 99.06% |
12/07/2024 | 3.13% | 0.61 CHF | 0.62 CHF | 180,800 | 180,800 | 91,782 | 91,782 | 47,828 CHF | 49,102 CHF | 100.00% | 100.00% |
11/07/2024 | 2.33% | 0.57 CHF | 0.58 CHF | 135,600 | 135,600 | 63,578 | 63,578 | 40,898 CHF | 41,776 CHF | 100.00% | 100.00% |
10/07/2024 | 2.32% | 0.67 CHF | 0.68 CHF | 135,900 | 135,900 | 66,438 | 66,438 | 43,695 CHF | 44,614 CHF | 100.00% | 100.00% |
09/07/2024 | 2.18% | 0.58 CHF | 0.59 CHF | 160,300 | 160,300 | 76,128 | 76,128 | 50,450 CHF | 51,493 CHF | 98.82% | 98.82% |
08/07/2024 | 3.28% | 0.53 CHF | 0.54 CHF | 224,800 | 224,800 | 109,392 | 109,392 | 54,470 CHF | 55,991 CHF | 100.00% | 100.00% |
05/07/2024 | 3.04% | 0.39 CHF | 0.40 CHF | 276,200 | 276,200 | 135,024 | 135,024 | 45,250 CHF | 46,602 CHF | 98.96% | 98.96% |
04/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 96,700 | 96,700 | 96,700 | 96,700 | 31,462 CHF | 32,429 CHF | 99.44% | 99.44% |
03/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 285,800 | 285,800 | 139,980 | 139,980 | 43,635 CHF | 45,037 CHF | 99.64% | 99.64% |
02/07/2024 | 4.40% | 0.28 CHF | 0.30 CHF | 314,600 | 314,600 | 152,613 | 152,613 | 43,935 CHF | 45,756 CHF | 100.00% | 100.00% |