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 | 7.36% | 0.13 CHF | 0.14 CHF | 752,000 | 752,000 | 333,709 | 333,709 | 43,908 CHF | 47,252 CHF | 99.99% | 99.99% |
12/07/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 728,300 | 728,300 | 330,249 | 330,249 | 45,542 CHF | 48,851 CHF | 100.00% | 100.00% |
11/07/2024 | 7.50% | 0.14 CHF | 0.14 CHF | 765,800 | 765,800 | 343,668 | 343,668 | 45,390 CHF | 48,834 CHF | 99.82% | 99.82% |
10/07/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 780,500 | 780,500 | 345,814 | 345,814 | 44,459 CHF | 47,923 CHF | 100.00% | 100.00% |
09/07/2024 | 7.24% | 0.14 CHF | 0.15 CHF | 736,500 | 736,500 | 333,835 | 333,835 | 45,648 CHF | 48,993 CHF | 99.73% | 99.73% |
08/07/2024 | 6.47% | 0.14 CHF | 0.14 CHF | 674,400 | 674,400 | 294,470 | 294,470 | 44,030 CHF | 46,980 CHF | 100.00% | 100.00% |
05/07/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 656,500 | 656,500 | 292,909 | 292,909 | 45,225 CHF | 48,159 CHF | 99.70% | 99.70% |
04/07/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 262,600 | 262,600 | 209,532 | 209,532 | 32,480 CHF | 34,575 CHF | 99.81% | 99.81% |
03/07/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 635,200 | 635,200 | 281,965 | 281,965 | 44,134 CHF | 46,959 CHF | 100.00% | 100.00% |
02/07/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 604,700 | 604,700 | 271,059 | 271,059 | 43,802 CHF | 46,518 CHF | 99.99% | 99.99% |