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 | 3.79% | 0.26 CHF | 0.27 CHF | 326,200 | 326,200 | 327,369 | 327,369 | 84,787 CHF | 88,061 CHF | 100.00% | 100.00% |
12/07/2024 | 6.71% | 0.14 CHF | 0.14 CHF | 256,700 | 256,700 | 258,817 | 258,817 | 37,324 CHF | 39,913 CHF | 100.00% | 100.00% |
11/07/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 243,700 | 243,700 | 244,654 | 244,654 | 37,900 CHF | 40,347 CHF | 99.82% | 99.82% |
10/07/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 236,000 | 236,000 | 236,952 | 236,952 | 41,219 CHF | 43,588 CHF | 100.00% | 100.00% |
09/07/2024 | 6.03% | 0.18 CHF | 0.19 CHF | 257,800 | 257,800 | 254,827 | 254,827 | 41,215 CHF | 43,766 CHF | 99.74% | 99.74% |
08/07/2024 | 6.31% | 0.16 CHF | 0.17 CHF | 265,200 | 265,200 | 263,990 | 263,990 | 40,550 CHF | 43,190 CHF | 100.00% | 100.00% |
05/07/2024 | 7.09% | 0.16 CHF | 0.17 CHF | 283,300 | 283,300 | 279,738 | 279,738 | 38,191 CHF | 40,988 CHF | 99.81% | 99.81% |
04/07/2024 | 6.50% | 0.14 CHF | 0.16 CHF | 256,700 | 256,700 | 257,635 | 257,635 | 38,365 CHF | 40,941 CHF | 100.00% | 100.00% |
03/07/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 242,800 | 242,800 | 244,034 | 244,034 | 38,789 CHF | 41,229 CHF | 100.00% | 100.00% |
02/07/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 239,900 | 239,900 | 241,348 | 241,348 | 43,062 CHF | 45,476 CHF | 100.00% | 100.00% |