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 | 6.25% | 0.16 CHF | 0.17 CHF | 788,800 | 788,800 | 792,868 | 792,868 | 122,811 CHF | 130,739 CHF | 100.00% | 100.00% |
12/07/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 817,000 | 817,000 | 819,968 | 819,968 | 127,482 CHF | 135,682 CHF | 100.00% | 100.00% |
11/07/2024 | 6.55% | 0.16 CHF | 0.17 CHF | 828,900 | 828,900 | 833,181 | 833,181 | 123,172 CHF | 131,504 CHF | 100.00% | 100.00% |
10/07/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 859,700 | 859,700 | 866,676 | 866,676 | 126,114 CHF | 134,781 CHF | 100.00% | 100.00% |
09/07/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 787,100 | 787,100 | 777,775 | 777,775 | 111,560 CHF | 119,337 CHF | 100.00% | 100.00% |
08/07/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 754,700 | 754,700 | 747,337 | 747,337 | 124,931 CHF | 132,404 CHF | 100.00% | 100.00% |
05/07/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 738,200 | 738,200 | 727,370 | 727,370 | 124,899 CHF | 132,173 CHF | 99.81% | 99.81% |
04/07/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 749,800 | 749,800 | 746,696 | 746,696 | 127,721 CHF | 135,188 CHF | 99.49% | 99.49% |
03/07/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 769,100 | 769,100 | 775,371 | 775,371 | 127,931 CHF | 135,685 CHF | 99.37% | 99.37% |
02/07/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 786,000 | 786,000 | 782,953 | 782,953 | 122,067 CHF | 129,896 CHF | 100.00% | 100.00% |