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 | 11.65% | 0.08 CHF | 0.09 CHF | 1,264,200 | 1,264,200 | 1,264,200 | 1,264,200 | 102,472 CHF | 115,114 CHF | 100.00% | 100.00% |
12/07/2024 | 13.04% | 0.08 CHF | 0.09 CHF | 1,357,500 | 1,357,500 | 1,376,250 | 1,376,250 | 98,686 CHF | 112,449 CHF | 100.00% | 100.00% |
11/07/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 1,524,700 | 1,524,700 | 1,524,700 | 1,524,700 | 101,535 CHF | 116,782 CHF | 100.00% | 100.00% |
10/07/2024 | 16.32% | 0.07 CHF | 0.08 CHF | 1,712,700 | 1,712,700 | 1,712,760 | 1,712,760 | 96,578 CHF | 113,705 CHF | 100.00% | 100.00% |
09/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,814,800 | 1,814,800 | 1,790,440 | 1,790,440 | 98,517 CHF | 116,424 CHF | 99.73% | 99.73% |
08/07/2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1,833,700 | 1,833,700 | 1,833,700 | 1,833,700 | 94,151 CHF | 112,488 CHF | 99.31% | 99.31% |
05/07/2024 | 16.90% | 0.05 CHF | 0.06 CHF | 1,827,700 | 1,827,700 | 1,803,700 | 1,803,700 | 97,812 CHF | 115,849 CHF | 100.00% | 100.00% |
04/07/2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1,690,400 | 1,690,400 | 1,690,400 | 1,690,400 | 82,697 CHF | 99,601 CHF | 99.65% | 99.65% |
03/07/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 1,518,900 | 1,518,900 | 1,519,440 | 1,519,440 | 89,674 CHF | 104,868 CHF | 100.00% | 100.00% |
02/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1,449,900 | 1,449,900 | 1,449,900 | 1,449,900 | 87,221 CHF | 101,720 CHF | 100.00% | 100.00% |