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 | 5.87% | 0.17 CHF | 0.18 CHF | 635,100 | 317,550 | 619,115 | 309,557 | 102,298 CHF | 54,245 CHF | 100.00% | 100.00% |
12/07/2024 | 6.31% | 0.16 CHF | 0.17 CHF | 658,900 | 329,450 | 639,430 | 319,715 | 98,269 CHF | 52,332 CHF | 100.00% | 100.00% |
11/07/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 715,800 | 357,900 | 690,124 | 345,062 | 102,286 CHF | 54,594 CHF | 100.00% | 100.00% |
10/07/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 633,200 | 316,600 | 619,593 | 309,797 | 87,999 CHF | 47,097 CHF | 99.83% | 99.83% |
09/07/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 625,500 | 312,750 | 612,616 | 306,308 | 98,186 CHF | 52,156 CHF | 99.99% | 99.99% |
08/07/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 624,800 | 312,400 | 606,734 | 303,367 | 94,778 CHF | 50,423 CHF | 99.68% | 99.68% |
05/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 612,600 | 306,300 | 596,192 | 298,096 | 95,623 CHF | 50,792 CHF | 99.64% | 99.64% |
04/07/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 580,500 | 290,250 | 566,363 | 283,182 | 93,617 CHF | 49,640 CHF | 100.00% | 100.00% |
03/07/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 576,000 | 288,000 | 563,886 | 281,943 | 96,819 CHF | 51,229 CHF | 100.00% | 100.00% |
02/07/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 634,800 | 317,400 | 614,243 | 307,121 | 102,348 CHF | 54,245 CHF | 100.00% | 100.00% |