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 | 22.22% | 0.04 CHF | 0.05 CHF | 1,819,100 | 1,819,100 | 1,819,100 | 1,819,100 | 72,764 CHF | 90,955 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,875,700 | 1,875,700 | 1,875,700 | 1,875,700 | 75,028 CHF | 93,785 CHF | 100.00% | 100.00% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,817,800 | 1,817,800 | 1,817,800 | 1,817,800 | 72,712 CHF | 90,890 CHF | 99.83% | 99.83% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,876,900 | 1,876,900 | 1,879,500 | 1,879,500 | 75,180 CHF | 93,975 CHF | 100.00% | 100.00% |
09/07/2024 | 21.10% | 0.04 CHF | 0.05 CHF | 1,712,200 | 1,712,200 | 1,712,200 | 1,712,200 | 72,800 CHF | 89,922 CHF | 99.73% | 99.73% |
08/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,687,500 | 1,687,500 | 1,687,500 | 1,687,500 | 75,938 CHF | 92,813 CHF | 100.00% | 100.00% |
05/07/2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1,693,600 | 1,693,600 | 1,636,020 | 1,636,020 | 73,777 CHF | 90,137 CHF | 99.81% | 99.81% |
04/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,702,600 | 1,702,600 | 1,702,600 | 1,702,600 | 76,617 CHF | 93,643 CHF | 100.00% | 100.00% |
03/07/2024 | 20.25% | 0.05 CHF | 0.06 CHF | 1,850,900 | 1,850,900 | 1,850,900 | 1,850,900 | 82,242 CHF | 100,751 CHF | 100.00% | 100.00% |
02/07/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,860,300 | 1,860,300 | 1,929,050 | 1,929,050 | 76,970 CHF | 96,260 CHF | 100.00% | 100.00% |