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 | 8.25% | 0.12 CHF | 0.13 CHF | 1,081,600 | 1,081,600 | 1,080,790 | 1,080,790 | 125,597 CHF | 136,405 CHF | 100.00% | 100.00% |
12/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,012,300 | 1,012,300 | 1,017,750 | 1,017,750 | 119,839 CHF | 130,016 CHF | 100.00% | 100.00% |
11/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 990,800 | 990,800 | 986,718 | 986,718 | 119,283 CHF | 129,150 CHF | 100.00% | 100.00% |
10/07/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 1,007,600 | 1,007,600 | 1,015,150 | 1,015,150 | 129,259 CHF | 139,411 CHF | 100.00% | 100.00% |
09/07/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 1,017,500 | 1,017,500 | 1,014,870 | 1,014,870 | 125,797 CHF | 135,945 CHF | 100.00% | 100.00% |
08/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1,021,100 | 1,021,100 | 1,016,890 | 1,016,890 | 122,744 CHF | 132,913 CHF | 100.00% | 100.00% |
05/07/2024 | 8.17% | 0.12 CHF | 0.13 CHF | 1,057,400 | 1,057,400 | 1,051,070 | 1,051,070 | 123,414 CHF | 133,925 CHF | 99.81% | 99.81% |
04/07/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 1,003,800 | 1,003,800 | 998,959 | 998,959 | 119,274 CHF | 129,263 CHF | 99.49% | 99.49% |
03/07/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 968,900 | 968,900 | 964,879 | 964,879 | 116,932 CHF | 126,580 CHF | 99.35% | 99.35% |
02/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,003,500 | 1,003,500 | 999,352 | 999,352 | 129,807 CHF | 139,801 CHF | 100.00% | 100.00% |