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 | 9.90% | 0.10 CHF | 0.11 CHF | 769,400 | 769,400 | 770,808 | 770,808 | 74,066 CHF | 81,774 CHF | 99.99% | 99.99% |
12/07/2024 | 9.96% | 0.10 CHF | 0.11 CHF | 784,700 | 784,700 | 785,131 | 785,131 | 74,887 CHF | 82,738 CHF | 100.00% | 100.00% |
11/07/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 815,900 | 815,900 | 812,408 | 812,408 | 77,120 CHF | 85,244 CHF | 100.00% | 100.00% |
10/07/2024 | 10.42% | 0.09 CHF | 0.10 CHF | 837,400 | 837,400 | 838,510 | 838,510 | 76,300 CHF | 84,685 CHF | 100.00% | 100.00% |
09/07/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 792,200 | 792,200 | 782,409 | 782,409 | 69,356 CHF | 77,180 CHF | 100.00% | 100.00% |
08/07/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 719,300 | 719,300 | 715,495 | 715,495 | 74,131 CHF | 81,286 CHF | 100.00% | 100.00% |
05/07/2024 | 9.09% | 0.11 CHF | 0.12 CHF | 695,800 | 695,800 | 698,942 | 698,942 | 73,380 CHF | 80,369 CHF | 100.00% | 100.00% |
04/07/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 734,400 | 734,400 | 734,400 | 734,400 | 79,815 CHF | 87,159 CHF | 100.00% | 100.00% |
03/07/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 803,200 | 803,200 | 803,551 | 803,551 | 80,246 CHF | 88,282 CHF | 100.00% | 100.00% |
02/07/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 817,600 | 817,600 | 816,166 | 816,166 | 72,771 CHF | 80,933 CHF | 100.00% | 100.00% |