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 | 33.15% | 0.03 CHF | 0.04 CHF | 898,900 | 898,900 | 898,900 | 898,900 | 22,643 CHF | 31,632 CHF | 100.00% | 100.00% |
12/07/2024 | 31.57% | 0.03 CHF | 0.04 CHF | 921,800 | 921,800 | 921,800 | 921,800 | 24,756 CHF | 33,974 CHF | 100.00% | 100.00% |
11/07/2024 | 33.32% | 0.03 CHF | 0.04 CHF | 965,800 | 965,800 | 984,159 | 984,159 | 24,616 CHF | 34,458 CHF | 99.83% | 99.83% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,067,500 | 1,067,500 | 1,067,500 | 1,067,500 | 26,688 CHF | 37,363 CHF | 100.00% | 100.00% |
09/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 916,600 | 916,600 | 917,001 | 917,001 | 22,925 CHF | 32,095 CHF | 99.74% | 99.74% |
08/07/2024 | 28.93% | 0.03 CHF | 0.04 CHF | 855,600 | 855,600 | 855,600 | 855,600 | 25,348 CHF | 33,904 CHF | 100.00% | 100.00% |
05/07/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 827,000 | 827,000 | 804,190 | 804,190 | 24,177 CHF | 32,219 CHF | 99.81% | 99.81% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 809,600 | 809,600 | 811,195 | 811,195 | 24,336 CHF | 32,448 CHF | 100.00% | 100.00% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 858,200 | 858,200 | 866,220 | 866,220 | 25,987 CHF | 34,649 CHF | 100.00% | 100.00% |
02/07/2024 | 31.34% | 0.03 CHF | 0.04 CHF | 895,400 | 895,400 | 898,420 | 898,420 | 24,334 CHF | 33,318 CHF | 100.00% | 100.00% |