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 | 5.46% | 0.19 CHF | 0.20 CHF | 828,000 | 828,000 | 351,471 | 351,471 | 63,912 CHF | 67,432 CHF | 99.38% | 99.38% |
12/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 725,600 | 725,600 | 312,676 | 312,676 | 61,899 CHF | 65,032 CHF | 100.00% | 100.00% |
11/07/2024 | 5.64% | 0.20 CHF | 0.21 CHF | 915,700 | 915,700 | 376,955 | 376,955 | 68,664 CHF | 72,452 CHF | 100.00% | 100.00% |
10/07/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 725,500 | 725,500 | 307,934 | 307,934 | 59,913 CHF | 62,998 CHF | 100.00% | 100.00% |
09/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 713,500 | 713,500 | 304,871 | 304,871 | 60,349 CHF | 63,404 CHF | 99.95% | 99.95% |
08/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 752,000 | 752,000 | 317,940 | 317,940 | 64,697 CHF | 67,881 CHF | 99.86% | 99.86% |
05/07/2024 | 5.39% | 0.21 CHF | 0.22 CHF | 902,200 | 902,200 | 371,492 | 371,492 | 71,221 CHF | 74,944 CHF | 99.66% | 99.66% |
04/07/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 260,100 | 260,100 | 236,810 | 236,810 | 42,396 CHF | 44,765 CHF | 98.99% | 98.99% |
03/07/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 733,400 | 733,400 | 316,677 | 316,677 | 64,130 CHF | 67,302 CHF | 100.00% | 100.00% |
02/07/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 733,000 | 733,000 | 308,930 | 308,930 | 68,009 CHF | 71,103 CHF | 98.82% | 98.82% |