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 | 14.47% | 0.07 CHF | 0.08 CHF | 1,943,800 | 1,943,800 | 1,942,350 | 1,942,350 | 124,565 CHF | 143,989 CHF | 100.00% | 100.00% |
12/07/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 2,018,300 | 2,018,300 | 2,029,170 | 2,029,170 | 128,699 CHF | 148,990 CHF | 100.00% | 100.00% |
11/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2,112,400 | 2,112,400 | 2,103,700 | 2,103,700 | 126,222 CHF | 147,259 CHF | 100.00% | 100.00% |
10/07/2024 | 15.96% | 0.06 CHF | 0.07 CHF | 2,090,700 | 2,090,700 | 2,106,380 | 2,106,380 | 121,626 CHF | 142,690 CHF | 100.00% | 100.00% |
09/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2,078,200 | 2,078,200 | 2,072,820 | 2,072,820 | 124,369 CHF | 145,097 CHF | 100.00% | 100.00% |
08/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2,072,900 | 2,072,900 | 2,064,350 | 2,064,350 | 123,861 CHF | 144,505 CHF | 100.00% | 100.00% |
05/07/2024 | 14.60% | 0.06 CHF | 0.07 CHF | 2,028,500 | 2,028,500 | 2,016,350 | 2,016,350 | 128,239 CHF | 148,403 CHF | 99.82% | 99.82% |
04/07/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 2,089,900 | 2,089,900 | 2,079,820 | 2,079,820 | 126,467 CHF | 147,265 CHF | 99.50% | 99.50% |
03/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 2,133,300 | 2,133,300 | 2,124,450 | 2,124,450 | 127,467 CHF | 148,711 CHF | 99.36% | 99.36% |
02/07/2024 | 16.64% | 0.06 CHF | 0.07 CHF | 2,158,400 | 2,158,400 | 2,149,480 | 2,149,480 | 118,437 CHF | 139,932 CHF | 100.00% | 100.00% |