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 | 7.69% | 0.13 CHF | 0.14 CHF | 971,900 | 971,900 | 971,181 | 971,181 | 121,398 CHF | 131,109 CHF | 100.00% | 100.00% |
12/07/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1,009,200 | 1,009,200 | 1,014,610 | 1,014,610 | 127,468 CHF | 137,614 CHF | 100.00% | 100.00% |
11/07/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 1,056,200 | 1,056,200 | 1,051,850 | 1,051,850 | 127,124 CHF | 137,643 CHF | 100.00% | 100.00% |
10/07/2024 | 8.33% | 0.12 CHF | 0.13 CHF | 1,045,400 | 1,045,400 | 1,053,240 | 1,053,240 | 121,333 CHF | 131,866 CHF | 100.00% | 100.00% |
09/07/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1,039,100 | 1,039,100 | 1,036,410 | 1,036,410 | 123,270 CHF | 133,635 CHF | 100.00% | 100.00% |
08/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,036,500 | 1,036,500 | 1,032,220 | 1,032,220 | 123,867 CHF | 134,189 CHF | 100.00% | 100.00% |
05/07/2024 | 7.75% | 0.12 CHF | 0.13 CHF | 1,014,300 | 1,014,300 | 1,008,220 | 1,008,220 | 125,058 CHF | 135,140 CHF | 99.82% | 99.82% |
04/07/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 1,045,000 | 1,045,000 | 1,039,960 | 1,039,960 | 129,299 CHF | 139,699 CHF | 99.50% | 99.50% |
03/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,066,700 | 1,066,700 | 1,062,270 | 1,062,270 | 127,441 CHF | 138,063 CHF | 99.36% | 99.36% |
02/07/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 1,079,200 | 1,079,200 | 1,074,740 | 1,074,740 | 121,600 CHF | 132,347 CHF | 100.00% | 100.00% |