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 | 8.02% | 0.12 CHF | 0.13 CHF | 616,300 | 616,300 | 617,384 | 617,384 | 73,928 CHF | 80,102 CHF | 100.00% | 100.00% |
12/07/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 609,800 | 609,800 | 607,286 | 607,286 | 73,894 CHF | 79,967 CHF | 100.00% | 100.00% |
11/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 607,100 | 607,100 | 609,076 | 609,076 | 73,349 CHF | 79,440 CHF | 100.00% | 100.00% |
10/07/2024 | 7.78% | 0.13 CHF | 0.14 CHF | 609,400 | 609,400 | 606,979 | 606,979 | 75,016 CHF | 81,086 CHF | 100.00% | 100.00% |
09/07/2024 | 7.59% | 0.12 CHF | 0.13 CHF | 570,800 | 570,800 | 568,024 | 568,024 | 72,032 CHF | 77,712 CHF | 100.00% | 100.00% |
08/07/2024 | 7.14% | 0.14 CHF | 0.14 CHF | 534,100 | 534,100 | 531,897 | 531,897 | 71,835 CHF | 77,154 CHF | 100.00% | 100.00% |
05/07/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 580,400 | 580,400 | 586,912 | 586,912 | 81,296 CHF | 87,166 CHF | 99.23% | 99.23% |
04/07/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 761,000 | 761,000 | 768,330 | 768,330 | 93,207 CHF | 100,890 CHF | 99.50% | 99.50% |
03/07/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 898,000 | 898,000 | 903,452 | 903,452 | 79,499 CHF | 88,533 CHF | 99.36% | 99.36% |
02/07/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 901,500 | 901,500 | 898,901 | 898,901 | 71,593 CHF | 80,582 CHF | 100.00% | 100.00% |