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 | 6.23% | 0.14 CHF | 0.16 CHF | 206,200 | 206,200 | 96,134 | 96,134 | 15,122 CHF | 16,085 CHF | 100.00% | 100.00% |
12/07/2024 | 5.28% | 0.17 CHF | 0.18 CHF | 180,100 | 180,100 | 82,678 | 82,678 | 15,171 CHF | 16,000 CHF | 99.99% | 99.99% |
11/07/2024 | 4.46% | 0.20 CHF | 0.21 CHF | 157,400 | 157,400 | 71,866 | 71,866 | 15,638 CHF | 16,359 CHF | 99.98% | 99.98% |
10/07/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 166,000 | 166,000 | 74,406 | 74,406 | 17,807 CHF | 18,552 CHF | 100.00% | 100.00% |
09/07/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 162,500 | 162,500 | 72,793 | 72,793 | 16,931 CHF | 17,660 CHF | 100.00% | 100.00% |
08/07/2024 | 4.62% | 0.24 CHF | 0.25 CHF | 182,400 | 182,400 | 79,956 | 79,956 | 17,587 CHF | 18,388 CHF | 100.00% | 100.00% |
05/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 164,100 | 164,100 | 73,400 | 73,400 | 17,242 CHF | 17,978 CHF | 99.90% | 99.90% |
04/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 65,700 | 65,700 | 52,609 | 52,609 | 12,617 CHF | 13,143 CHF | 100.00% | 100.00% |
03/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 166,000 | 166,000 | 74,294 | 74,294 | 17,165 CHF | 17,909 CHF | 100.00% | 100.00% |
02/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 156,600 | 156,600 | 70,080 | 70,080 | 17,207 CHF | 17,909 CHF | 99.98% | 99.98% |