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 | 18.47% | 0.05 CHF | 0.06 CHF | 973,300 | 973,300 | 536,691 | 536,691 | 26,835 CHF | 32,212 CHF | 100.00% | 100.00% |
12/07/2024 | 20.10% | 0.05 CHF | 0.06 CHF | 1,034,300 | 1,034,300 | 573,267 | 573,267 | 26,576 CHF | 32,330 CHF | 99.94% | 99.94% |
11/07/2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1,093,700 | 1,093,700 | 598,602 | 598,602 | 27,108 CHF | 33,160 CHF | 99.43% | 99.43% |
10/07/2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1,252,200 | 1,252,200 | 680,162 | 680,162 | 28,851 CHF | 35,666 CHF | 99.84% | 99.84% |
09/07/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 1,264,500 | 1,264,500 | 697,932 | 697,932 | 27,917 CHF | 34,910 CHF | 99.66% | 99.66% |
08/07/2024 | 22.65% | 0.04 CHF | 0.05 CHF | 1,249,400 | 1,249,400 | 687,598 | 687,598 | 27,504 CHF | 34,406 CHF | 100.00% | 100.00% |
05/07/2024 | 22.49% | 0.05 CHF | 0.06 CHF | 1,278,200 | 1,278,200 | 702,646 | 702,646 | 28,462 CHF | 35,511 CHF | 99.53% | 99.53% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 639,100 | 639,100 | 570,434 | 570,434 | 22,817 CHF | 28,522 CHF | 98.93% | 98.93% |
03/07/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1,428,300 | 1,428,300 | 772,814 | 772,814 | 28,507 CHF | 36,250 CHF | 98.22% | 98.22% |
02/07/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 1,443,000 | 1,443,000 | 791,298 | 791,298 | 27,695 CHF | 35,623 CHF | 100.00% | 100.00% |