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 | 5.61% | 0.09 CHF | 0.09 CHF | 2,605,700 | 2,605,700 | 2,605,700 | 2,605,700 | 225,901 CHF | 238,930 CHF | 99.10% | 99.10% |
12/07/2024 | 5.70% | 0.09 CHF | 0.09 CHF | 2,457,100 | 2,457,100 | 2,457,100 | 2,457,100 | 209,557 CHF | 221,842 CHF | 100.00% | 100.00% |
11/07/2024 | 5.63% | 0.09 CHF | 0.09 CHF | 2,452,800 | 2,452,800 | 2,452,800 | 2,452,800 | 211,803 CHF | 224,067 CHF | 100.00% | 100.00% |
10/07/2024 | 5.32% | 0.09 CHF | 0.10 CHF | 2,207,900 | 2,207,900 | 2,207,900 | 2,207,900 | 202,171 CHF | 213,210 CHF | 100.00% | 100.00% |
09/07/2024 | 5.08% | 0.10 CHF | 0.11 CHF | 2,428,600 | 2,428,600 | 2,428,600 | 2,428,600 | 233,296 CHF | 245,439 CHF | 100.00% | 100.00% |
08/07/2024 | 5.82% | 0.09 CHF | 0.10 CHF | 2,449,600 | 2,449,600 | 2,449,600 | 2,449,600 | 204,428 CHF | 216,676 CHF | 100.00% | 100.00% |
05/07/2024 | 5.57% | 0.09 CHF | 0.10 CHF | 2,591,000 | 2,591,000 | 2,591,000 | 2,591,000 | 226,424 CHF | 239,379 CHF | 100.00% | 100.00% |
04/07/2024 | 5.72% | 0.09 CHF | 0.09 CHF | 2,288,500 | 2,288,500 | 2,288,500 | 2,288,500 | 194,472 CHF | 205,914 CHF | 100.00% | 100.00% |
03/07/2024 | 5.21% | 0.10 CHF | 0.10 CHF | 1,950,800 | 1,950,800 | 1,950,800 | 1,950,800 | 182,600 CHF | 192,354 CHF | 100.00% | 100.00% |
02/07/2024 | 4.53% | 0.11 CHF | 0.11 CHF | 2,161,900 | 2,161,900 | 2,161,900 | 2,161,900 | 233,393 CHF | 244,203 CHF | 100.00% | 100.00% |