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 | 24.31% | 0.04 CHF | 0.05 CHF | 562,300 | 562,300 | 562,300 | 562,300 | 20,380 CHF | 26,003 CHF | 100.00% | 100.00% |
12/07/2024 | 24.07% | 0.04 CHF | 0.05 CHF | 528,100 | 528,100 | 528,100 | 528,100 | 19,365 CHF | 24,646 CHF | 100.00% | 100.00% |
11/07/2024 | 22.73% | 0.04 CHF | 0.05 CHF | 466,900 | 466,900 | 467,813 | 467,813 | 18,285 CHF | 22,964 CHF | 100.00% | 100.00% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 448,500 | 448,500 | 468,496 | 468,496 | 18,745 CHF | 23,430 CHF | 100.00% | 100.00% |
09/07/2024 | 22.17% | 0.05 CHF | 0.06 CHF | 531,700 | 531,700 | 513,538 | 513,538 | 20,686 CHF | 25,822 CHF | 99.74% | 99.74% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 517,600 | 517,600 | 517,600 | 517,600 | 20,704 CHF | 25,880 CHF | 99.26% | 99.26% |
05/07/2024 | 22.87% | 0.04 CHF | 0.05 CHF | 531,500 | 531,500 | 531,500 | 531,500 | 20,641 CHF | 25,956 CHF | 100.00% | 100.00% |
04/07/2024 | 22.97% | 0.04 CHF | 0.05 CHF | 498,200 | 498,200 | 498,200 | 498,200 | 19,261 CHF | 24,243 CHF | 99.58% | 99.58% |
03/07/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 477,700 | 477,700 | 477,700 | 477,700 | 19,095 CHF | 23,872 CHF | 100.00% | 100.00% |
02/07/2024 | 20.86% | 0.04 CHF | 0.05 CHF | 497,900 | 497,900 | 495,944 | 495,944 | 21,368 CHF | 26,327 CHF | 100.00% | 100.00% |