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 | 4.51% | 0.21 CHF | 0.22 CHF | 120,100 | 120,100 | 124,129 | 124,129 | 26,937 CHF | 28,178 CHF | 100.00% | 100.00% |
12/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 120,700 | 120,700 | 120,202 | 120,202 | 24,125 CHF | 25,327 CHF | 100.00% | 100.00% |
11/07/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 115,300 | 115,300 | 118,233 | 118,233 | 25,148 CHF | 26,331 CHF | 100.00% | 100.00% |
10/07/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 117,500 | 117,500 | 115,085 | 115,085 | 24,286 CHF | 25,437 CHF | 100.00% | 100.00% |
09/07/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 131,800 | 131,800 | 129,807 | 129,807 | 27,292 CHF | 28,590 CHF | 100.00% | 100.00% |
08/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 138,100 | 138,100 | 137,530 | 137,530 | 27,476 CHF | 28,851 CHF | 100.00% | 100.00% |
05/07/2024 | 5.57% | 0.19 CHF | 0.20 CHF | 147,700 | 147,700 | 142,552 | 142,552 | 24,909 CHF | 26,335 CHF | 99.81% | 99.81% |
04/07/2024 | 5.56% | 0.18 CHF | 0.19 CHF | 143,900 | 143,900 | 143,517 | 143,517 | 25,120 CHF | 26,555 CHF | 99.50% | 99.50% |
03/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 117,500 | 117,500 | 117,024 | 117,024 | 19,605 CHF | 20,776 CHF | 99.36% | 99.36% |
02/07/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 123,800 | 123,800 | 123,925 | 123,925 | 25,757 CHF | 26,997 CHF | 100.00% | 100.00% |