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 | 4.42% | 0.11 CHF | 0.11 CHF | 978,100 | 978,100 | 979,653 | 979,653 | 108,537 CHF | 113,436 CHF | 100.00% | 100.00% |
12/07/2024 | 4.38% | 0.11 CHF | 0.12 CHF | 980,100 | 980,100 | 1,037,380 | 1,037,380 | 115,770 CHF | 120,957 CHF | 100.00% | 100.00% |
11/07/2024 | 4.41% | 0.11 CHF | 0.11 CHF | 1,054,800 | 1,054,800 | 1,020,570 | 1,020,570 | 113,178 CHF | 118,281 CHF | 71.57% | 71.57% |
10/07/2024 | 4.32% | 0.12 CHF | 0.12 CHF | 1,003,100 | 1,003,100 | 999,784 | 999,784 | 113,170 CHF | 118,169 CHF | 99.38% | 99.38% |
09/07/2024 | 4.40% | 0.12 CHF | 0.13 CHF | 998,800 | 998,800 | 1,045,140 | 1,045,140 | 116,178 CHF | 121,403 CHF | 100.00% | 100.00% |
08/07/2024 | 4.64% | 0.11 CHF | 0.12 CHF | 1,059,600 | 1,059,600 | 1,120,950 | 1,120,950 | 118,004 CHF | 123,609 CHF | 100.00% | 100.00% |
05/07/2024 | 4.72% | 0.10 CHF | 0.10 CHF | 1,140,600 | 1,140,600 | 1,094,230 | 1,094,230 | 113,193 CHF | 118,664 CHF | 100.00% | 100.00% |
04/07/2024 | 4.63% | 0.11 CHF | 0.12 CHF | 1,080,000 | 1,080,000 | 1,035,820 | 1,035,820 | 109,318 CHF | 114,497 CHF | 100.00% | 100.00% |
03/07/2024 | 4.44% | 0.11 CHF | 0.12 CHF | 1,022,000 | 1,022,000 | 994,130 | 994,130 | 109,586 CHF | 114,557 CHF | 100.00% | 100.00% |
02/07/2024 | 4.24% | 0.11 CHF | 0.12 CHF | 986,900 | 986,900 | 953,506 | 953,506 | 110,134 CHF | 114,902 CHF | 99.96% | 99.96% |