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 | 7.11% | 0.14 CHF | 0.14 CHF | 596,600 | 596,600 | 596,600 | 596,600 | 80,982 CHF | 86,948 CHF | 100.00% | 100.00% |
12/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 609,600 | 609,600 | 609,600 | 609,600 | 83,521 CHF | 89,617 CHF | 100.00% | 100.00% |
11/07/2024 | 7.29% | 0.14 CHF | 0.14 CHF | 616,900 | 616,900 | 616,900 | 616,900 | 81,520 CHF | 87,689 CHF | 99.99% | 99.99% |
10/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 642,900 | 642,900 | 642,900 | 642,900 | 83,424 CHF | 89,853 CHF | 100.00% | 100.00% |
09/07/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 611,700 | 611,700 | 611,700 | 611,700 | 77,646 CHF | 83,763 CHF | 100.00% | 100.00% |
08/07/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 614,600 | 614,600 | 614,600 | 614,600 | 83,517 CHF | 89,663 CHF | 100.00% | 100.00% |
05/07/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 605,000 | 605,000 | 605,000 | 605,000 | 81,661 CHF | 87,711 CHF | 100.00% | 100.00% |
04/07/2024 | 6.97% | 0.14 CHF | 0.14 CHF | 635,700 | 635,700 | 635,700 | 635,700 | 88,103 CHF | 94,460 CHF | 100.00% | 100.00% |
03/07/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 677,900 | 677,900 | 677,900 | 677,900 | 85,134 CHF | 91,913 CHF | 100.00% | 100.00% |
02/07/2024 | 8.57% | 0.12 CHF | 0.13 CHF | 667,100 | 667,100 | 667,100 | 667,100 | 74,563 CHF | 81,234 CHF | 100.00% | 100.00% |