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 | 4.50% | 0.21 CHF | 0.22 CHF | 313,400 | 313,400 | 312,110 | 312,110 | 67,971 CHF | 71,093 CHF | 100.00% | 100.00% |
12/07/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 364,300 | 364,300 | 369,311 | 369,311 | 69,980 CHF | 73,673 CHF | 100.00% | 100.00% |
11/07/2024 | 6.21% | 0.17 CHF | 0.18 CHF | 433,700 | 433,700 | 431,910 | 431,910 | 67,528 CHF | 71,847 CHF | 99.83% | 99.83% |
10/07/2024 | 7.00% | 0.15 CHF | 0.16 CHF | 504,700 | 504,700 | 511,946 | 511,946 | 70,628 CHF | 75,747 CHF | 100.00% | 100.00% |
09/07/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 480,100 | 480,100 | 476,086 | 476,086 | 63,102 CHF | 67,863 CHF | 99.74% | 99.74% |
08/07/2024 | 6.58% | 0.14 CHF | 0.15 CHF | 436,900 | 436,900 | 435,455 | 435,455 | 64,047 CHF | 68,402 CHF | 100.00% | 100.00% |
05/07/2024 | 6.40% | 0.14 CHF | 0.16 CHF | 447,600 | 447,600 | 445,751 | 445,751 | 67,494 CHF | 71,951 CHF | 99.81% | 99.81% |
04/07/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 467,200 | 467,200 | 484,880 | 484,880 | 64,463 CHF | 69,312 CHF | 100.00% | 100.00% |
03/07/2024 | 7.20% | 0.14 CHF | 0.14 CHF | 520,000 | 520,000 | 511,303 | 511,303 | 68,496 CHF | 73,609 CHF | 100.00% | 100.00% |
02/07/2024 | 8.43% | 0.12 CHF | 0.13 CHF | 460,600 | 460,600 | 459,130 | 459,130 | 52,572 CHF | 57,163 CHF | 99.42% | 99.42% |