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 | 4.82% | 0.20 CHF | 0.21 CHF | 668,500 | 668,500 | 383,145 | 383,145 | 78,841 CHF | 82,680 CHF | 100.00% | 100.00% |
12/07/2024 | 4.91% | 0.21 CHF | 0.22 CHF | 713,100 | 713,100 | 391,750 | 391,750 | 79,870 CHF | 83,795 CHF | 100.00% | 100.00% |
11/07/2024 | 5.70% | 0.21 CHF | 0.22 CHF | 877,000 | 877,000 | 468,141 | 468,141 | 83,441 CHF | 88,131 CHF | 100.00% | 100.00% |
10/07/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 733,800 | 733,800 | 404,687 | 404,687 | 74,640 CHF | 78,694 CHF | 100.00% | 100.00% |
09/07/2024 | 5.89% | 0.18 CHF | 0.19 CHF | 831,000 | 831,000 | 458,274 | 458,274 | 78,008 CHF | 82,600 CHF | 100.00% | 100.00% |
08/07/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 855,200 | 855,200 | 471,494 | 471,494 | 78,479 CHF | 83,203 CHF | 100.00% | 100.00% |
05/07/2024 | 5.38% | 0.17 CHF | 0.18 CHF | 745,400 | 745,400 | 411,047 | 411,047 | 74,953 CHF | 79,071 CHF | 100.00% | 100.00% |
04/07/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 372,700 | 372,700 | 333,097 | 333,097 | 62,517 CHF | 65,848 CHF | 100.00% | 100.00% |
03/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 724,600 | 724,600 | 403,194 | 403,194 | 78,917 CHF | 82,956 CHF | 96.78% | 96.78% |
02/07/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 689,300 | 689,300 | 380,114 | 380,114 | 79,229 CHF | 83,038 CHF | 99.99% | 99.99% |