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 | 5.24% | 0.18 CHF | 0.19 CHF | 332,600 | 332,600 | 332,600 | 332,600 | 61,881 CHF | 65,207 CHF | 100.00% | 100.00% |
12/07/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 354,900 | 354,900 | 354,900 | 354,900 | 64,559 CHF | 68,108 CHF | 100.00% | 100.00% |
11/07/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 371,800 | 371,800 | 371,800 | 371,800 | 63,850 CHF | 67,568 CHF | 100.00% | 100.00% |
10/07/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 413,200 | 413,200 | 413,200 | 413,200 | 62,908 CHF | 67,040 CHF | 100.00% | 100.00% |
09/07/2024 | 6.82% | 0.14 CHF | 0.16 CHF | 391,800 | 391,800 | 393,852 | 393,852 | 55,891 CHF | 59,834 CHF | 100.00% | 100.00% |
08/07/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 400,400 | 400,400 | 400,704 | 400,704 | 62,043 CHF | 66,050 CHF | 99.99% | 99.99% |
05/07/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 389,900 | 389,900 | 389,900 | 389,900 | 59,689 CHF | 63,588 CHF | 100.00% | 100.00% |
04/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 391,800 | 391,800 | 391,800 | 391,800 | 62,491 CHF | 66,409 CHF | 100.00% | 100.00% |
03/07/2024 | 6.59% | 0.16 CHF | 0.17 CHF | 423,800 | 423,800 | 425,241 | 425,241 | 62,488 CHF | 66,740 CHF | 100.00% | 100.00% |
02/07/2024 | 7.60% | 0.14 CHF | 0.14 CHF | 447,200 | 447,200 | 447,200 | 447,200 | 56,703 CHF | 61,175 CHF | 100.00% | 100.00% |