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 | 7.08% | 0.07 CHF | 0.07 CHF | 508,100 | 508,100 | 474,768 | 474,768 | 32,354 CHF | 34,728 CHF | 100.00% | 100.00% |
12/07/2024 | 6.49% | 0.08 CHF | 0.08 CHF | 465,400 | 465,400 | 379,873 | 379,873 | 28,351 CHF | 30,251 CHF | 100.00% | 100.00% |
11/07/2024 | 5.31% | 0.10 CHF | 0.11 CHF | 353,700 | 353,700 | 361,627 | 361,627 | 33,335 CHF | 35,143 CHF | 71.56% | 71.56% |
10/07/2024 | 5.44% | 0.09 CHF | 0.09 CHF | 365,700 | 365,700 | 349,459 | 349,459 | 31,339 CHF | 33,087 CHF | 99.38% | 99.38% |
09/07/2024 | 4.56% | 0.08 CHF | 0.09 CHF | 344,600 | 344,600 | 325,601 | 325,601 | 35,036 CHF | 36,665 CHF | 100.00% | 100.00% |
08/07/2024 | 4.59% | 0.12 CHF | 0.12 CHF | 320,200 | 320,200 | 297,543 | 297,543 | 31,856 CHF | 33,343 CHF | 100.00% | 100.00% |
05/07/2024 | 3.88% | 0.13 CHF | 0.13 CHF | 290,300 | 290,300 | 291,519 | 291,519 | 36,955 CHF | 38,413 CHF | 100.00% | 100.00% |
04/07/2024 | 4.08% | 0.12 CHF | 0.13 CHF | 291,900 | 291,900 | 264,357 | 264,357 | 31,766 CHF | 33,088 CHF | 100.00% | 100.00% |
03/07/2024 | 3.58% | 0.14 CHF | 0.15 CHF | 255,700 | 255,700 | 305,722 | 305,722 | 41,952 CHF | 43,480 CHF | 100.00% | 100.00% |
02/07/2024 | 4.93% | 0.12 CHF | 0.13 CHF | 318,900 | 318,900 | 348,922 | 348,922 | 34,663 CHF | 36,408 CHF | 99.97% | 99.97% |