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 | 30.25% | 0.03 CHF | 0.04 CHF | 2,359,900 | 2,359,900 | 2,310,750 | 2,310,750 | 65,299 CHF | 88,406 CHF | 99.97% | 99.97% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,141,500 | 2,141,500 | 2,154,970 | 2,154,970 | 53,880 CHF | 75,430 CHF | 100.00% | 100.00% |
11/07/2024 | 29.50% | 0.03 CHF | 0.04 CHF | 2,086,300 | 2,086,300 | 2,099,150 | 2,099,150 | 60,925 CHF | 81,917 CHF | 100.00% | 100.00% |
10/07/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,951,300 | 1,951,300 | 1,949,960 | 1,949,960 | 58,449 CHF | 77,949 CHF | 100.00% | 100.00% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,041,900 | 2,041,900 | 2,017,680 | 2,017,680 | 60,531 CHF | 80,707 CHF | 100.00% | 100.00% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,112,600 | 2,112,600 | 2,098,350 | 2,098,350 | 62,951 CHF | 83,934 CHF | 100.00% | 100.00% |
05/07/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 2,005,000 | 2,005,000 | 1,977,580 | 1,977,580 | 59,230 CHF | 79,006 CHF | 99.81% | 99.81% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,925,500 | 1,925,500 | 1,916,870 | 1,916,870 | 57,506 CHF | 76,675 CHF | 99.49% | 99.49% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,975,200 | 1,975,200 | 1,951,420 | 1,951,420 | 58,543 CHF | 78,057 CHF | 100.00% | 100.00% |
02/07/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 2,039,300 | 2,039,300 | 2,039,740 | 2,039,740 | 61,217 CHF | 81,614 CHF | 100.00% | 100.00% |