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 | 6.06% | 0.15 CHF | 0.16 CHF | 459,700 | 459,700 | 450,080 | 450,080 | 71,997 CHF | 76,498 CHF | 99.97% | 99.97% |
12/07/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 456,900 | 456,900 | 459,771 | 459,771 | 76,369 CHF | 80,967 CHF | 100.00% | 100.00% |
11/07/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 470,900 | 470,900 | 473,885 | 473,885 | 75,512 CHF | 80,251 CHF | 100.00% | 100.00% |
10/07/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 494,500 | 494,500 | 494,150 | 494,150 | 77,206 CHF | 82,148 CHF | 100.00% | 100.00% |
09/07/2024 | 6.50% | 0.14 CHF | 0.16 CHF | 500,500 | 500,500 | 494,537 | 494,537 | 73,670 CHF | 78,616 CHF | 100.00% | 100.00% |
08/07/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 483,000 | 483,000 | 479,743 | 479,743 | 74,576 CHF | 79,373 CHF | 100.00% | 100.00% |
05/07/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 495,200 | 495,200 | 488,473 | 488,473 | 77,300 CHF | 82,185 CHF | 99.81% | 99.81% |
04/07/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 505,000 | 505,000 | 502,737 | 502,737 | 76,497 CHF | 81,525 CHF | 99.49% | 99.49% |
03/07/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 507,200 | 507,200 | 501,115 | 501,115 | 75,296 CHF | 80,307 CHF | 100.00% | 100.00% |
02/07/2024 | 6.72% | 0.14 CHF | 0.16 CHF | 498,900 | 498,900 | 499,034 | 499,034 | 71,839 CHF | 76,830 CHF | 100.00% | 100.00% |