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 | 5.70% | 0.18 CHF | 0.19 CHF | 1,802,600 | 1,802,600 | 805,714 | 805,714 | 140,763 CHF | 148,849 CHF | 99.97% | 99.97% |
12/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 1,780,600 | 1,780,600 | 797,062 | 797,062 | 140,380 CHF | 148,365 CHF | 100.00% | 100.00% |
11/07/2024 | 5.01% | 0.18 CHF | 0.19 CHF | 1,606,300 | 1,606,300 | 702,238 | 702,238 | 138,178 CHF | 145,243 CHF | 100.00% | 100.00% |
10/07/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1,582,000 | 1,582,000 | 704,813 | 704,813 | 142,318 CHF | 149,379 CHF | 100.00% | 100.00% |
09/07/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 1,582,600 | 1,582,600 | 708,184 | 708,184 | 143,245 CHF | 150,341 CHF | 100.00% | 100.00% |
08/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 1,556,800 | 1,556,800 | 696,364 | 696,364 | 141,741 CHF | 148,718 CHF | 100.00% | 100.00% |
05/07/2024 | 5.05% | 0.21 CHF | 0.22 CHF | 1,629,700 | 1,629,700 | 726,328 | 726,328 | 144,768 CHF | 152,045 CHF | 99.81% | 99.81% |
04/07/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 651,900 | 651,900 | 522,338 | 522,338 | 101,996 CHF | 107,220 CHF | 98.30% | 98.30% |
03/07/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1,549,100 | 1,549,100 | 688,588 | 688,588 | 139,286 CHF | 146,185 CHF | 100.00% | 100.00% |
02/07/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 1,634,800 | 1,634,800 | 729,398 | 729,398 | 139,314 CHF | 146,621 CHF | 100.00% | 100.00% |