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 | 5.98% | 0.17 CHF | 0.18 CHF | 767,300 | 767,300 | 761,424 | 761,424 | 123,616 CHF | 131,230 CHF | 100.00% | 100.00% |
12/07/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 778,600 | 778,600 | 780,448 | 780,448 | 126,166 CHF | 133,970 CHF | 100.00% | 100.00% |
11/07/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 699,400 | 699,400 | 704,671 | 704,671 | 116,819 CHF | 123,865 CHF | 100.00% | 100.00% |
10/07/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 676,200 | 676,200 | 680,776 | 680,776 | 122,585 CHF | 129,393 CHF | 100.00% | 100.00% |
09/07/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 669,600 | 669,600 | 659,867 | 659,867 | 113,738 CHF | 120,344 CHF | 99.73% | 99.73% |
08/07/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 667,100 | 667,100 | 667,536 | 667,536 | 122,954 CHF | 129,630 CHF | 99.31% | 99.31% |
05/07/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 644,600 | 644,600 | 645,900 | 645,900 | 119,629 CHF | 126,088 CHF | 99.99% | 99.99% |
04/07/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 638,800 | 638,800 | 637,188 | 637,188 | 120,324 CHF | 126,696 CHF | 99.63% | 99.63% |
03/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 572,000 | 572,000 | 572,936 | 572,936 | 109,973 CHF | 115,703 CHF | 100.00% | 100.00% |
02/07/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 600,700 | 600,700 | 604,752 | 604,752 | 135,039 CHF | 141,086 CHF | 99.98% | 99.98% |