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 | 50.00% | 0.02 CHF | 0.03 CHF | 2,445,400 | 2,445,400 | 2,359,280 | 2,359,280 | 35,389 CHF | 58,982 CHF | 100.00% | 100.00% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,425,600 | 2,425,600 | 2,363,080 | 2,363,080 | 35,446 CHF | 59,077 CHF | 100.00% | 100.00% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,507,000 | 2,507,000 | 2,442,480 | 2,442,480 | 36,637 CHF | 61,062 CHF | 100.00% | 100.00% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,575,800 | 2,575,800 | 2,512,300 | 2,512,300 | 37,685 CHF | 62,808 CHF | 100.00% | 100.00% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,614,300 | 2,614,300 | 2,542,260 | 2,542,260 | 38,134 CHF | 63,557 CHF | 100.00% | 100.00% |
08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,419,000 | 2,419,000 | 2,355,960 | 2,355,960 | 35,340 CHF | 58,899 CHF | 100.00% | 100.00% |
05/07/2024 | 49.75% | 0.02 CHF | 0.03 CHF | 2,094,300 | 2,094,300 | 2,007,210 | 2,007,210 | 30,367 CHF | 50,439 CHF | 99.81% | 99.81% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,130,500 | 2,130,500 | 2,074,710 | 2,074,710 | 41,494 CHF | 62,241 CHF | 99.49% | 99.49% |
03/07/2024 | 48.16% | 0.02 CHF | 0.03 CHF | 2,573,100 | 2,573,100 | 2,515,430 | 2,515,430 | 40,093 CHF | 65,248 CHF | 99.35% | 99.35% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,443,000 | 2,443,000 | 2,373,040 | 2,373,040 | 35,596 CHF | 59,326 CHF | 100.00% | 100.00% |