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 | 6.40% | 0.16 CHF | 0.17 CHF | 1,049,700 | 1,049,700 | 336,419 | 336,419 | 51,828 CHF | 55,197 CHF | 98.87% | 98.87% |
12/07/2024 | 6.54% | 0.16 CHF | 0.17 CHF | 1,065,900 | 1,065,900 | 339,847 | 339,847 | 51,995 CHF | 55,398 CHF | 100.00% | 100.00% |
11/07/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 917,000 | 917,000 | 287,402 | 287,402 | 50,052 CHF | 52,950 CHF | 99.99% | 99.99% |
10/07/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 885,400 | 885,400 | 282,660 | 282,660 | 51,171 CHF | 54,002 CHF | 99.89% | 99.89% |
09/07/2024 | 5.40% | 0.20 CHF | 0.21 CHF | 873,200 | 873,200 | 281,492 | 281,492 | 53,497 CHF | 56,316 CHF | 99.98% | 99.98% |
08/07/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 882,600 | 882,600 | 282,163 | 282,163 | 51,375 CHF | 54,200 CHF | 99.98% | 99.98% |
05/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 877,700 | 877,700 | 279,102 | 279,102 | 51,164 CHF | 53,959 CHF | 99.70% | 99.70% |
04/07/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 175,600 | 175,600 | 128,759 | 128,759 | 23,561 CHF | 24,849 CHF | 94.02% | 94.02% |
03/07/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 830,100 | 830,100 | 266,015 | 266,015 | 51,043 CHF | 53,706 CHF | 99.53% | 99.53% |
02/07/2024 | 5.57% | 0.19 CHF | 0.20 CHF | 873,400 | 873,400 | 281,006 | 281,006 | 51,660 CHF | 54,474 CHF | 100.00% | 100.00% |