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 | 6.31% | 0.17 CHF | 0.18 CHF | 525,700 | 525,700 | 237,251 | 237,251 | 37,727 CHF | 40,104 CHF | 100.00% | 100.00% |
12/07/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 532,800 | 532,800 | 238,422 | 238,422 | 36,105 CHF | 38,494 CHF | 100.00% | 100.00% |
11/07/2024 | 6.48% | 0.16 CHF | 0.17 CHF | 530,900 | 530,900 | 237,501 | 237,501 | 36,058 CHF | 38,437 CHF | 100.00% | 100.00% |
10/07/2024 | 6.65% | 0.14 CHF | 0.16 CHF | 543,900 | 543,900 | 242,741 | 242,741 | 35,697 CHF | 38,129 CHF | 99.90% | 99.90% |
09/07/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 576,200 | 576,200 | 258,686 | 258,686 | 36,210 CHF | 38,801 CHF | 100.00% | 100.00% |
08/07/2024 | 6.90% | 0.14 CHF | 0.16 CHF | 561,100 | 561,100 | 252,177 | 252,177 | 36,382 CHF | 38,908 CHF | 100.00% | 100.00% |
05/07/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 568,400 | 568,400 | 254,116 | 254,116 | 36,013 CHF | 38,559 CHF | 99.88% | 99.88% |
04/07/2024 | 6.67% | 0.14 CHF | 0.16 CHF | 226,200 | 226,200 | 181,117 | 181,117 | 26,262 CHF | 28,073 CHF | 100.00% | 100.00% |
03/07/2024 | 6.89% | 0.14 CHF | 0.16 CHF | 562,500 | 562,500 | 251,448 | 251,448 | 36,071 CHF | 38,590 CHF | 100.00% | 100.00% |
02/07/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 585,800 | 585,800 | 263,068 | 263,068 | 35,764 CHF | 38,399 CHF | 100.00% | 100.00% |