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 | 5.09% | 0.20 CHF | 0.21 CHF | 208,900 | 208,900 | 219,292 | 219,292 | 41,987 CHF | 44,180 CHF | 100.00% | 100.00% |
12/07/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 221,800 | 221,800 | 219,470 | 219,470 | 42,610 CHF | 44,805 CHF | 100.00% | 100.00% |
11/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 213,700 | 213,700 | 211,711 | 211,711 | 40,562 CHF | 42,680 CHF | 100.00% | 100.00% |
10/07/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 228,100 | 228,100 | 225,792 | 225,792 | 44,004 CHF | 46,262 CHF | 100.00% | 100.00% |
09/07/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 232,600 | 232,600 | 232,600 | 232,600 | 40,885 CHF | 43,211 CHF | 100.00% | 100.00% |
08/07/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 232,700 | 232,700 | 232,700 | 232,700 | 42,512 CHF | 44,839 CHF | 100.00% | 100.00% |
05/07/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 242,300 | 242,300 | 242,300 | 242,300 | 41,267 CHF | 43,690 CHF | 100.00% | 100.00% |
04/07/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 257,200 | 257,200 | 257,200 | 257,200 | 41,972 CHF | 44,544 CHF | 100.00% | 100.00% |
03/07/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 272,500 | 272,500 | 269,610 | 269,610 | 41,819 CHF | 44,515 CHF | 100.00% | 100.00% |
02/07/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 280,400 | 280,400 | 280,400 | 280,400 | 40,535 CHF | 43,339 CHF | 100.00% | 100.00% |