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 | 3.60% | 0.14 CHF | 0.14 CHF | 1,350,800 | 1,350,800 | 1,358,800 | 1,358,800 | 185,246 CHF | 192,040 CHF | 100.00% | 100.00% |
12/07/2024 | 3.63% | 0.14 CHF | 0.14 CHF | 1,364,800 | 1,364,800 | 1,399,520 | 1,399,520 | 189,452 CHF | 196,450 CHF | 100.00% | 100.00% |
11/07/2024 | 3.71% | 0.14 CHF | 0.14 CHF | 1,423,100 | 1,423,100 | 1,422,860 | 1,422,860 | 188,645 CHF | 195,759 CHF | 100.00% | 100.00% |
10/07/2024 | 3.80% | 0.13 CHF | 0.13 CHF | 1,422,900 | 1,422,900 | 1,421,170 | 1,421,170 | 183,322 CHF | 190,428 CHF | 100.00% | 100.00% |
09/07/2024 | 3.78% | 0.13 CHF | 0.14 CHF | 1,420,200 | 1,420,200 | 1,389,420 | 1,389,420 | 180,624 CHF | 187,579 CHF | 100.00% | 100.00% |
08/07/2024 | 3.63% | 0.13 CHF | 0.14 CHF | 1,371,900 | 1,371,900 | 1,407,940 | 1,407,940 | 190,225 CHF | 197,264 CHF | 100.00% | 100.00% |
05/07/2024 | 3.77% | 0.13 CHF | 0.14 CHF | 1,432,600 | 1,432,600 | 1,439,980 | 1,439,980 | 187,306 CHF | 194,506 CHF | 100.00% | 100.00% |
04/07/2024 | 3.92% | 0.13 CHF | 0.13 CHF | 1,445,200 | 1,445,200 | 1,497,230 | 1,497,230 | 187,261 CHF | 194,747 CHF | 100.00% | 100.00% |
03/07/2024 | 4.03% | 0.13 CHF | 0.13 CHF | 1,532,300 | 1,532,300 | 1,540,130 | 1,540,130 | 187,151 CHF | 194,852 CHF | 100.00% | 100.00% |
02/07/2024 | 4.09% | 0.12 CHF | 0.13 CHF | 1,545,600 | 1,545,600 | 1,502,610 | 1,502,610 | 180,092 CHF | 187,606 CHF | 100.00% | 100.00% |