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 | 4.67% | 0.21 CHF | 0.22 CHF | 458,600 | 458,600 | 464,290 | 464,290 | 97,042 CHF | 101,685 CHF | 99.97% | 99.97% |
12/07/2024 | 4.86% | 0.22 CHF | 0.23 CHF | 488,400 | 488,400 | 522,461 | 522,461 | 104,852 CHF | 110,076 CHF | 100.00% | 100.00% |
11/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 528,300 | 528,300 | 524,475 | 524,475 | 105,574 CHF | 110,819 CHF | 100.00% | 100.00% |
10/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 546,600 | 546,600 | 544,350 | 544,350 | 106,758 CHF | 112,201 CHF | 99.99% | 99.99% |
09/07/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 512,400 | 512,400 | 510,287 | 510,287 | 101,472 CHF | 106,575 CHF | 100.00% | 100.00% |
08/07/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 508,600 | 508,600 | 471,277 | 471,277 | 100,398 CHF | 105,111 CHF | 100.00% | 100.00% |
05/07/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 497,400 | 497,400 | 504,323 | 504,323 | 107,000 CHF | 112,043 CHF | 99.81% | 99.81% |
04/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 554,000 | 554,000 | 551,704 | 551,704 | 104,649 CHF | 110,166 CHF | 99.49% | 99.49% |
03/07/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 582,000 | 582,000 | 579,601 | 579,601 | 107,168 CHF | 112,964 CHF | 100.00% | 100.00% |
02/07/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 570,300 | 570,300 | 567,948 | 567,948 | 98,475 CHF | 104,154 CHF | 99.99% | 99.99% |