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 | 5.50% | 0.18 CHF | 0.19 CHF | 780,300 | 780,300 | 776,752 | 776,752 | 137,426 CHF | 145,194 CHF | 100.00% | 100.00% |
12/07/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 717,900 | 717,900 | 714,862 | 714,862 | 120,799 CHF | 127,948 CHF | 100.00% | 100.00% |
11/07/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 659,000 | 659,000 | 667,184 | 667,184 | 118,838 CHF | 125,509 CHF | 99.99% | 99.99% |
10/07/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 603,600 | 603,600 | 613,675 | 613,675 | 119,437 CHF | 125,574 CHF | 100.00% | 100.00% |
09/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 604,400 | 604,400 | 598,688 | 598,688 | 119,942 CHF | 125,929 CHF | 100.00% | 100.00% |
08/07/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 625,300 | 625,300 | 622,469 | 622,469 | 124,913 CHF | 131,137 CHF | 100.00% | 100.00% |
05/07/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 642,000 | 642,000 | 630,401 | 630,401 | 122,408 CHF | 128,712 CHF | 99.81% | 99.81% |
04/07/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 641,400 | 641,400 | 640,769 | 640,769 | 125,932 CHF | 132,339 CHF | 99.49% | 99.49% |
03/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 626,400 | 626,400 | 623,801 | 623,801 | 118,705 CHF | 124,943 CHF | 99.35% | 99.35% |
02/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 678,000 | 678,000 | 674,965 | 674,965 | 135,665 CHF | 142,415 CHF | 100.00% | 100.00% |