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 | 12.53% | 0.08 CHF | 0.09 CHF | 1,301,200 | 1,301,200 | 592,902 | 592,902 | 45,931 CHF | 51,871 CHF | 100.00% | 100.00% |
12/07/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1,316,200 | 1,316,200 | 594,098 | 594,098 | 45,112 CHF | 51,064 CHF | 100.00% | 100.00% |
11/07/2024 | 13.53% | 0.08 CHF | 0.09 CHF | 1,424,900 | 1,424,900 | 645,697 | 645,697 | 45,508 CHF | 51,978 CHF | 100.00% | 100.00% |
10/07/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1,524,900 | 1,524,900 | 688,962 | 688,962 | 45,542 CHF | 52,445 CHF | 100.00% | 100.00% |
09/07/2024 | 14.79% | 0.06 CHF | 0.07 CHF | 1,580,900 | 1,580,900 | 704,777 | 704,777 | 44,095 CHF | 51,156 CHF | 99.74% | 99.74% |
08/07/2024 | 14.18% | 0.07 CHF | 0.08 CHF | 1,638,200 | 1,638,200 | 731,790 | 731,790 | 48,692 CHF | 56,041 CHF | 99.30% | 99.30% |
05/07/2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1,686,000 | 1,686,000 | 754,402 | 754,402 | 45,023 CHF | 52,581 CHF | 100.00% | 100.00% |
04/07/2024 | 15.45% | 0.06 CHF | 0.07 CHF | 674,400 | 674,400 | 527,682 | 527,682 | 31,535 CHF | 36,812 CHF | 99.59% | 99.59% |
03/07/2024 | 13.88% | 0.06 CHF | 0.07 CHF | 1,483,600 | 1,483,600 | 654,486 | 654,486 | 43,494 CHF | 50,051 CHF | 100.00% | 100.00% |
02/07/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 1,426,600 | 1,426,600 | 638,906 | 638,906 | 43,676 CHF | 50,077 CHF | 100.00% | 100.00% |