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 | 3.06% | 0.35 CHF | 0.36 CHF | 1,477,900 | 1,477,900 | 1,556,460 | 1,556,460 | 501,254 CHF | 516,819 CHF | 100.00% | 100.00% |
12/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 1,566,600 | 1,566,600 | 1,549,260 | 1,549,260 | 474,990 CHF | 490,483 CHF | 100.00% | 100.00% |
11/07/2024 | 3.39% | 0.33 CHF | 0.34 CHF | 1,546,900 | 1,546,900 | 1,699,420 | 1,699,420 | 494,381 CHF | 511,375 CHF | 100.00% | 100.00% |
10/07/2024 | 2.52% | 0.28 CHF | 0.28 CHF | 1,719,700 | 1,719,700 | 1,831,930 | 1,831,930 | 499,459 CHF | 512,229 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.25 CHF | 0.25 CHF | 1,847,100 | 1,847,100 | 1,775,410 | 1,775,410 | 453,831 CHF | 462,718 CHF | 100.00% | 100.00% |
08/07/2024 | 2.31% | 0.27 CHF | 0.28 CHF | 1,768,600 | 1,768,600 | 1,742,100 | 1,742,100 | 474,177 CHF | 485,264 CHF | 100.00% | 100.00% |
05/07/2024 | 2.29% | 0.28 CHF | 0.29 CHF | 1,739,400 | 1,739,400 | 1,882,810 | 1,882,810 | 504,511 CHF | 516,229 CHF | 100.00% | 100.00% |
04/07/2024 | 1.94% | 0.26 CHF | 0.27 CHF | 1,900,300 | 1,900,300 | 1,876,140 | 1,876,140 | 479,613 CHF | 488,994 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.27 CHF | 0.27 CHF | 1,872,900 | 1,872,900 | 2,098,530 | 2,098,530 | 516,728 CHF | 527,221 CHF | 100.00% | 100.00% |
02/07/2024 | 2.24% | 0.23 CHF | 0.23 CHF | 2,127,800 | 2,127,800 | 2,148,010 | 2,148,010 | 475,290 CHF | 486,030 CHF | 100.00% | 100.00% |