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 | 8.70% | 0.11 CHF | 0.12 CHF | 1,148,300 | 1,148,300 | 1,148,300 | 1,148,300 | 126,205 CHF | 137,688 CHF | 100.00% | 100.00% |
12/07/2024 | 8.67% | 0.11 CHF | 0.12 CHF | 1,093,100 | 1,093,100 | 1,093,100 | 1,093,100 | 120,671 CHF | 131,602 CHF | 100.00% | 100.00% |
11/07/2024 | 8.34% | 0.12 CHF | 0.13 CHF | 1,055,800 | 1,055,800 | 1,055,800 | 1,055,800 | 121,336 CHF | 131,894 CHF | 100.00% | 100.00% |
10/07/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 971,500 | 971,500 | 971,500 | 971,500 | 117,339 CHF | 127,054 CHF | 100.00% | 100.00% |
09/07/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1,007,500 | 1,007,500 | 1,012,800 | 1,012,800 | 126,977 CHF | 137,116 CHF | 100.00% | 100.00% |
08/07/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 991,100 | 991,100 | 991,857 | 991,857 | 119,593 CHF | 129,511 CHF | 100.00% | 100.00% |
05/07/2024 | 7.94% | 0.13 CHF | 0.14 CHF | 1,009,400 | 1,009,400 | 1,009,400 | 1,009,400 | 122,117 CHF | 132,211 CHF | 100.00% | 100.00% |
04/07/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,005,800 | 1,005,800 | 1,005,800 | 1,005,800 | 120,696 CHF | 130,754 CHF | 100.00% | 100.00% |
03/07/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 946,900 | 946,900 | 950,120 | 950,120 | 118,410 CHF | 127,911 CHF | 99.98% | 99.98% |
02/07/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 999,600 | 999,600 | 999,600 | 999,600 | 133,473 CHF | 143,469 CHF | 100.00% | 100.00% |