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 | 6.06% | 0.08 CHF | 0.09 CHF | 1,791,000 | 1,791,000 | 1,776,570 | 1,776,570 | 142,126 CHF | 151,008 CHF | 100.00% | 100.00% |
12/07/2024 | 5.98% | 0.08 CHF | 0.09 CHF | 1,767,700 | 1,767,700 | 1,713,670 | 1,713,670 | 139,118 CHF | 147,687 CHF | 100.00% | 100.00% |
11/07/2024 | 5.85% | 0.08 CHF | 0.09 CHF | 1,677,600 | 1,677,600 | 1,677,360 | 1,677,360 | 139,716 CHF | 148,103 CHF | 100.00% | 100.00% |
10/07/2024 | 5.63% | 0.09 CHF | 0.10 CHF | 1,677,400 | 1,677,400 | 1,679,310 | 1,679,310 | 144,918 CHF | 153,315 CHF | 100.00% | 100.00% |
09/07/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 1,680,800 | 1,680,800 | 1,719,390 | 1,719,390 | 146,536 CHF | 155,142 CHF | 100.00% | 100.00% |
08/07/2024 | 5.98% | 0.09 CHF | 0.09 CHF | 1,748,200 | 1,748,200 | 1,691,850 | 1,691,850 | 137,446 CHF | 145,905 CHF | 100.00% | 100.00% |
05/07/2024 | 5.68% | 0.09 CHF | 0.09 CHF | 1,655,100 | 1,655,100 | 1,644,350 | 1,644,350 | 140,670 CHF | 148,892 CHF | 100.00% | 100.00% |
04/07/2024 | 5.35% | 0.09 CHF | 0.10 CHF | 1,637,500 | 1,637,500 | 1,566,910 | 1,566,910 | 142,604 CHF | 150,439 CHF | 100.00% | 100.00% |
03/07/2024 | 5.11% | 0.09 CHF | 0.10 CHF | 1,519,800 | 1,519,800 | 1,510,060 | 1,510,060 | 144,031 CHF | 151,582 CHF | 100.00% | 100.00% |
02/07/2024 | 4.90% | 0.10 CHF | 0.10 CHF | 1,503,700 | 1,503,700 | 1,552,870 | 1,552,870 | 154,703 CHF | 162,467 CHF | 99.98% | 99.98% |