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 | 20.00% | 0.05 CHF | 0.06 CHF | 1,333,000 | 1,333,000 | 1,339,870 | 1,339,870 | 60,294 CHF | 73,693 CHF | 100.00% | 100.00% |
12/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,444,300 | 1,444,300 | 1,449,600 | 1,449,600 | 65,232 CHF | 79,728 CHF | 100.00% | 100.00% |
11/07/2024 | 21.87% | 0.05 CHF | 0.06 CHF | 1,469,400 | 1,469,400 | 1,476,880 | 1,476,880 | 60,234 CHF | 75,003 CHF | 100.00% | 100.00% |
10/07/2024 | 22.10% | 0.05 CHF | 0.06 CHF | 1,596,800 | 1,596,800 | 1,609,720 | 1,609,720 | 64,991 CHF | 81,089 CHF | 100.00% | 100.00% |
09/07/2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1,228,900 | 1,228,900 | 1,214,340 | 1,214,340 | 47,938 CHF | 60,081 CHF | 100.00% | 100.00% |
08/07/2024 | 16.70% | 0.06 CHF | 0.07 CHF | 1,170,800 | 1,170,800 | 1,159,420 | 1,159,420 | 63,651 CHF | 75,245 CHF | 100.00% | 100.00% |
05/07/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 1,111,000 | 1,111,000 | 1,094,820 | 1,094,820 | 62,954 CHF | 73,903 CHF | 99.82% | 99.82% |
04/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 1,170,600 | 1,170,600 | 1,165,750 | 1,165,750 | 65,343 CHF | 77,001 CHF | 99.50% | 99.50% |
03/07/2024 | 16.94% | 0.06 CHF | 0.07 CHF | 1,241,100 | 1,241,100 | 1,251,150 | 1,251,150 | 67,685 CHF | 80,197 CHF | 99.36% | 99.36% |
02/07/2024 | 19.25% | 0.05 CHF | 0.06 CHF | 1,262,200 | 1,262,200 | 1,257,310 | 1,257,310 | 59,188 CHF | 71,761 CHF | 100.00% | 100.00% |