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 | 12.45% | 0.08 CHF | 0.09 CHF | 1,553,600 | 1,553,600 | 1,558,930 | 1,558,930 | 117,443 CHF | 133,032 CHF | 100.00% | 100.00% |
12/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,299,000 | 1,299,000 | 1,309,650 | 1,309,650 | 72,031 CHF | 85,127 CHF | 100.00% | 100.00% |
11/07/2024 | 16.64% | 0.06 CHF | 0.07 CHF | 1,269,700 | 1,269,700 | 1,274,720 | 1,274,720 | 70,239 CHF | 82,986 CHF | 99.83% | 99.83% |
10/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,254,500 | 1,254,500 | 1,259,480 | 1,259,480 | 75,600 CHF | 88,195 CHF | 100.00% | 100.00% |
09/07/2024 | 15.99% | 0.06 CHF | 0.07 CHF | 1,322,200 | 1,322,200 | 1,307,120 | 1,307,120 | 75,486 CHF | 88,572 CHF | 99.74% | 99.74% |
08/07/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1,336,100 | 1,336,100 | 1,329,860 | 1,329,860 | 73,325 CHF | 86,624 CHF | 100.00% | 100.00% |
05/07/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 1,383,000 | 1,383,000 | 1,365,700 | 1,365,700 | 71,561 CHF | 85,218 CHF | 99.81% | 99.81% |
04/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,307,000 | 1,307,000 | 1,311,850 | 1,311,850 | 72,152 CHF | 85,271 CHF | 100.00% | 100.00% |
03/07/2024 | 16.16% | 0.06 CHF | 0.07 CHF | 1,271,300 | 1,271,300 | 1,277,860 | 1,277,860 | 72,824 CHF | 85,603 CHF | 100.00% | 100.00% |
02/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,270,000 | 1,270,000 | 1,277,560 | 1,277,560 | 76,653 CHF | 89,429 CHF | 100.00% | 100.00% |