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 | 4.39% | 0.12 CHF | 0.12 CHF | 273,500 | 273,500 | 296,371 | 296,371 | 33,066 CHF | 34,548 CHF | 100.00% | 100.00% |
12/07/2024 | 4.70% | 0.10 CHF | 0.11 CHF | 302,800 | 302,800 | 374,315 | 374,315 | 38,951 CHF | 40,823 CHF | 100.00% | 100.00% |
11/07/2024 | 5.51% | 0.08 CHF | 0.09 CHF | 396,200 | 396,200 | 384,771 | 384,771 | 34,130 CHF | 36,054 CHF | 71.56% | 71.56% |
10/07/2024 | 5.30% | 0.10 CHF | 0.10 CHF | 378,900 | 378,900 | 400,298 | 400,298 | 36,800 CHF | 38,801 CHF | 99.38% | 99.38% |
09/07/2024 | 6.29% | 0.10 CHF | 0.11 CHF | 406,700 | 406,700 | 434,460 | 434,460 | 33,561 CHF | 35,736 CHF | 100.00% | 100.00% |
08/07/2024 | 6.30% | 0.07 CHF | 0.08 CHF | 443,700 | 443,700 | 483,786 | 483,786 | 37,404 CHF | 39,823 CHF | 100.00% | 100.00% |
05/07/2024 | 7.27% | 0.07 CHF | 0.07 CHF | 496,600 | 496,600 | 493,704 | 493,704 | 32,831 CHF | 35,299 CHF | 100.00% | 100.00% |
04/07/2024 | 6.86% | 0.07 CHF | 0.08 CHF | 492,800 | 492,800 | 552,528 | 552,528 | 38,918 CHF | 41,680 CHF | 100.00% | 100.00% |
03/07/2024 | 7.39% | 0.06 CHF | 0.07 CHF | 571,300 | 571,300 | 427,486 | 427,486 | 27,751 CHF | 29,888 CHF | 100.00% | 100.00% |
02/07/2024 | 5.01% | 0.08 CHF | 0.09 CHF | 389,600 | 389,600 | 342,369 | 342,369 | 33,442 CHF | 35,153 CHF | 99.97% | 99.97% |