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 | 2.09% | 0.25 CHF | 0.26 CHF | 2,141,800 | 2,141,800 | 2,142,240 | 2,142,240 | 516,834 CHF | 527,785 CHF | 100.00% | 100.00% |
12/07/2024 | 2.04% | 0.25 CHF | 0.25 CHF | 2,142,700 | 2,142,700 | 2,111,120 | 2,111,120 | 510,995 CHF | 521,551 CHF | 100.00% | 100.00% |
11/07/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 2,079,900 | 2,079,900 | 2,087,180 | 2,087,180 | 532,676 CHF | 551,104 CHF | 100.00% | 100.00% |
10/07/2024 | 2.90% | 0.25 CHF | 0.26 CHF | 2,094,900 | 2,094,900 | 2,082,550 | 2,082,550 | 520,241 CHF | 535,621 CHF | 100.00% | 100.00% |
09/07/2024 | 3.42% | 0.24 CHF | 0.25 CHF | 2,069,400 | 2,069,400 | 2,075,540 | 2,075,540 | 517,495 CHF | 535,539 CHF | 100.00% | 100.00% |
08/07/2024 | 3.33% | 0.25 CHF | 0.26 CHF | 2,081,400 | 2,081,400 | 2,119,990 | 2,119,990 | 531,971 CHF | 549,983 CHF | 100.00% | 100.00% |
05/07/2024 | 2.24% | 0.26 CHF | 0.27 CHF | 2,160,800 | 2,160,800 | 2,185,440 | 2,185,440 | 528,135 CHF | 540,116 CHF | 100.00% | 100.00% |
04/07/2024 | 2.12% | 0.24 CHF | 0.24 CHF | 2,211,600 | 2,211,600 | 2,232,820 | 2,232,820 | 520,898 CHF | 532,062 CHF | 100.00% | 100.00% |
03/07/2024 | 2.16% | 0.24 CHF | 0.24 CHF | 2,255,300 | 2,255,300 | 2,346,520 | 2,346,520 | 537,317 CHF | 549,049 CHF | 100.00% | 100.00% |
02/07/2024 | 2.39% | 0.22 CHF | 0.22 CHF | 2,438,300 | 2,438,300 | 2,445,810 | 2,445,810 | 505,381 CHF | 517,610 CHF | 100.00% | 100.00% |