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 | 6.42% | 0.14 CHF | 0.15 CHF | 1,009,600 | 1,009,600 | 393,243 | 393,243 | 58,427 CHF | 62,368 CHF | 100.00% | 100.00% |
12/07/2024 | 7.20% | 0.16 CHF | 0.17 CHF | 889,600 | 889,600 | 390,888 | 390,888 | 65,320 CHF | 69,807 CHF | 100.00% | 100.00% |
11/07/2024 | 6.10% | 0.17 CHF | 0.18 CHF | 902,600 | 902,600 | 411,111 | 411,111 | 68,133 CHF | 72,252 CHF | 100.00% | 100.00% |
10/07/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 978,800 | 978,800 | 437,695 | 437,695 | 66,287 CHF | 70,672 CHF | 99.90% | 99.90% |
09/07/2024 | 6.59% | 0.14 CHF | 0.16 CHF | 991,000 | 991,000 | 447,087 | 447,087 | 66,274 CHF | 70,753 CHF | 99.74% | 99.74% |
08/07/2024 | 6.76% | 0.14 CHF | 0.16 CHF | 1,056,200 | 1,056,200 | 467,333 | 467,333 | 68,659 CHF | 73,341 CHF | 99.30% | 99.30% |
05/07/2024 | 7.02% | 0.14 CHF | 0.16 CHF | 1,069,700 | 1,069,700 | 478,393 | 478,393 | 67,033 CHF | 71,826 CHF | 99.89% | 99.89% |
04/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 427,900 | 427,900 | 342,910 | 342,910 | 48,816 CHF | 52,245 CHF | 99.63% | 99.63% |
03/07/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1,009,000 | 1,009,000 | 421,948 | 421,948 | 63,051 CHF | 67,360 CHF | 100.00% | 100.00% |
02/07/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 937,200 | 937,200 | 417,318 | 417,318 | 66,400 CHF | 70,581 CHF | 100.00% | 100.00% |