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 | 7.10% | 0.14 CHF | 0.14 CHF | 1,078,000 | 1,078,000 | 1,079,260 | 1,079,260 | 146,562 CHF | 157,355 CHF | 100.00% | 100.00% |
12/07/2024 | 7.77% | 0.12 CHF | 0.13 CHF | 987,600 | 987,600 | 987,600 | 987,600 | 122,195 CHF | 132,071 CHF | 100.00% | 100.00% |
11/07/2024 | 7.65% | 0.13 CHF | 0.14 CHF | 917,900 | 917,900 | 923,174 | 923,174 | 116,128 CHF | 125,360 CHF | 99.82% | 99.82% |
10/07/2024 | 7.05% | 0.14 CHF | 0.14 CHF | 901,800 | 901,800 | 901,800 | 901,800 | 123,494 CHF | 132,512 CHF | 100.00% | 100.00% |
09/07/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 906,800 | 906,800 | 905,790 | 905,790 | 121,472 CHF | 130,540 CHF | 99.73% | 99.73% |
08/07/2024 | 7.18% | 0.14 CHF | 0.14 CHF | 957,900 | 957,900 | 957,900 | 957,900 | 128,708 CHF | 138,287 CHF | 100.00% | 100.00% |
05/07/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 983,600 | 983,600 | 964,457 | 964,457 | 122,423 CHF | 132,067 CHF | 99.81% | 99.81% |
04/07/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 996,000 | 996,000 | 986,572 | 986,572 | 126,664 CHF | 136,530 CHF | 100.00% | 100.00% |
03/07/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1,003,100 | 1,003,100 | 982,200 | 982,200 | 124,065 CHF | 133,887 CHF | 100.00% | 100.00% |
02/07/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 956,300 | 956,300 | 964,085 | 964,085 | 122,103 CHF | 131,743 CHF | 100.00% | 100.00% |