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 | 25.25% | 0.04 CHF | 0.05 CHF | 1,356,500 | 1,356,500 | 1,352,610 | 1,352,610 | 46,896 CHF | 60,422 CHF | 99.44% | 99.44% |
12/07/2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1,296,000 | 1,296,000 | 1,301,230 | 1,301,230 | 51,644 CHF | 64,656 CHF | 100.00% | 100.00% |
11/07/2024 | 24.47% | 0.04 CHF | 0.05 CHF | 1,430,900 | 1,430,900 | 1,440,320 | 1,440,320 | 51,787 CHF | 66,190 CHF | 99.83% | 99.83% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,508,000 | 1,508,000 | 1,509,840 | 1,509,840 | 52,844 CHF | 67,943 CHF | 100.00% | 100.00% |
09/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,472,600 | 1,472,600 | 1,449,640 | 1,449,640 | 50,732 CHF | 65,229 CHF | 99.74% | 99.74% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,376,500 | 1,376,500 | 1,370,820 | 1,370,820 | 47,979 CHF | 61,687 CHF | 100.00% | 100.00% |
05/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,430,000 | 1,430,000 | 1,442,420 | 1,442,420 | 50,485 CHF | 64,909 CHF | 99.81% | 99.81% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,488,600 | 1,488,600 | 1,504,540 | 1,504,540 | 52,659 CHF | 67,705 CHF | 100.00% | 100.00% |
03/07/2024 | 28.16% | 0.04 CHF | 0.05 CHF | 1,588,400 | 1,588,400 | 1,603,070 | 1,603,070 | 49,004 CHF | 65,035 CHF | 100.00% | 100.00% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,545,200 | 1,545,200 | 1,538,360 | 1,538,360 | 46,151 CHF | 61,535 CHF | 100.00% | 100.00% |