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 | 2,461,900 | 2,461,900 | 2,512,580 | 2,512,580 | 37,689 CHF | 62,814 CHF | 100.00% | 100.00% |
12/07/2024 | 49.89% | 0.02 CHF | 0.03 CHF | 2,521,600 | 2,521,600 | 2,549,860 | 2,549,860 | 38,387 CHF | 63,885 CHF | 100.00% | 100.00% |
11/07/2024 | 45.99% | 0.02 CHF | 0.03 CHF | 2,340,500 | 2,340,500 | 2,339,970 | 2,339,970 | 39,797 CHF | 63,196 CHF | 99.83% | 99.83% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,297,000 | 2,297,000 | 2,263,400 | 2,263,400 | 45,268 CHF | 67,902 CHF | 100.00% | 100.00% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,187,600 | 2,187,600 | 2,134,390 | 2,134,390 | 42,688 CHF | 64,032 CHF | 99.74% | 99.74% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,156,400 | 2,156,400 | 2,147,510 | 2,147,510 | 42,950 CHF | 64,425 CHF | 100.00% | 100.00% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,196,300 | 2,196,300 | 2,187,390 | 2,187,390 | 43,748 CHF | 65,622 CHF | 99.81% | 99.81% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,265,900 | 2,265,900 | 2,297,490 | 2,297,490 | 45,950 CHF | 68,925 CHF | 100.00% | 100.00% |
03/07/2024 | 41.95% | 0.02 CHF | 0.03 CHF | 2,469,200 | 2,469,200 | 2,526,930 | 2,526,930 | 48,063 CHF | 73,332 CHF | 100.00% | 100.00% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,605,300 | 2,605,300 | 2,594,550 | 2,594,550 | 38,918 CHF | 64,864 CHF | 100.00% | 100.00% |