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 | 39.17% | 0.02 CHF | 0.03 CHF | 1,790,600 | 1,790,600 | 987,294 | 987,294 | 20,626 CHF | 30,517 CHF | 100.00% | 100.00% |
12/07/2024 | 40.58% | 0.02 CHF | 0.03 CHF | 1,940,200 | 1,940,200 | 1,075,380 | 1,075,380 | 21,508 CHF | 32,301 CHF | 99.94% | 99.94% |
11/07/2024 | 41.01% | 0.02 CHF | 0.03 CHF | 2,088,800 | 2,088,800 | 1,143,220 | 1,143,220 | 22,864 CHF | 34,422 CHF | 99.43% | 99.43% |
10/07/2024 | 45.55% | 0.02 CHF | 0.03 CHF | 2,434,400 | 2,434,400 | 1,322,320 | 1,322,320 | 23,955 CHF | 37,204 CHF | 99.84% | 99.84% |
09/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2,466,300 | 2,466,300 | 1,361,240 | 1,361,240 | 20,419 CHF | 34,057 CHF | 99.66% | 99.66% |
08/07/2024 | 50.67% | 0.02 CHF | 0.03 CHF | 2,427,200 | 2,427,200 | 1,335,770 | 1,335,770 | 20,037 CHF | 33,444 CHF | 100.00% | 100.00% |
05/07/2024 | 49.27% | 0.02 CHF | 0.03 CHF | 2,501,900 | 2,501,900 | 1,375,410 | 1,375,410 | 22,179 CHF | 35,978 CHF | 99.53% | 99.53% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,251,000 | 1,251,000 | 1,116,570 | 1,116,570 | 16,749 CHF | 27,914 CHF | 98.93% | 98.93% |
03/07/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 2,893,600 | 2,893,600 | 1,565,570 | 1,565,570 | 23,484 CHF | 39,170 CHF | 98.22% | 98.22% |
02/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2,933,400 | 2,933,400 | 1,608,610 | 1,608,610 | 24,129 CHF | 40,246 CHF | 100.00% | 100.00% |