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 | 5.83% | 0.17 CHF | 0.18 CHF | 767,700 | 767,700 | 764,537 | 764,537 | 127,319 CHF | 134,964 CHF | 100.00% | 100.00% |
12/07/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 794,100 | 794,100 | 790,825 | 790,825 | 134,987 CHF | 142,895 CHF | 100.00% | 100.00% |
11/07/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 772,400 | 772,400 | 769,218 | 769,218 | 127,560 CHF | 135,252 CHF | 100.00% | 100.00% |
10/07/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 819,400 | 819,400 | 816,060 | 816,060 | 134,730 CHF | 142,890 CHF | 100.00% | 100.00% |
09/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 773,200 | 773,200 | 759,233 | 759,233 | 121,167 CHF | 128,759 CHF | 100.00% | 100.00% |
08/07/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 769,200 | 769,200 | 766,028 | 766,028 | 133,436 CHF | 141,096 CHF | 100.00% | 100.00% |
05/07/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 786,600 | 786,600 | 783,356 | 783,356 | 133,780 CHF | 141,614 CHF | 100.00% | 100.00% |
04/07/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 783,600 | 783,600 | 780,369 | 780,369 | 129,723 CHF | 137,527 CHF | 100.00% | 100.00% |
03/07/2024 | 6.13% | 0.17 CHF | 0.18 CHF | 840,700 | 840,700 | 848,339 | 848,339 | 134,192 CHF | 142,675 CHF | 100.00% | 100.00% |
02/07/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 816,000 | 816,000 | 812,627 | 812,627 | 123,218 CHF | 131,344 CHF | 100.00% | 100.00% |