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 | 4.61% | 0.20 CHF | 0.21 CHF | 455,900 | 455,900 | 454,996 | 454,996 | 96,419 CHF | 100,969 CHF | 100.00% | 100.00% |
12/07/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 458,500 | 458,500 | 461,051 | 461,051 | 102,553 CHF | 107,164 CHF | 100.00% | 100.00% |
11/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 472,000 | 472,000 | 465,073 | 465,073 | 104,014 CHF | 108,665 CHF | 100.00% | 100.00% |
10/07/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 502,400 | 502,400 | 506,324 | 506,324 | 103,483 CHF | 108,547 CHF | 100.00% | 100.00% |
09/07/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 509,800 | 509,800 | 509,321 | 509,321 | 100,330 CHF | 105,423 CHF | 99.73% | 99.73% |
08/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 534,700 | 534,700 | 534,276 | 534,276 | 107,124 CHF | 112,467 CHF | 99.32% | 99.32% |
05/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 542,500 | 542,500 | 535,283 | 535,283 | 100,451 CHF | 105,803 CHF | 100.00% | 100.00% |
04/07/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 550,800 | 550,800 | 560,492 | 560,492 | 102,554 CHF | 108,159 CHF | 99.65% | 99.65% |
03/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 555,100 | 555,100 | 555,100 | 555,100 | 100,081 CHF | 105,632 CHF | 100.00% | 100.00% |
02/07/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 520,200 | 520,200 | 520,043 | 520,043 | 96,723 CHF | 101,923 CHF | 100.00% | 100.00% |