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 | 3.08% | 0.25 CHF | 0.25 CHF | 1,524,100 | 1,524,100 | 1,524,100 | 1,524,100 | 397,479 CHF | 410,029 CHF | 100.00% | 100.00% |
12/07/2024 | 2.34% | 0.28 CHF | 0.29 CHF | 1,744,500 | 1,744,500 | 1,744,500 | 1,744,500 | 455,632 CHF | 466,507 CHF | 100.00% | 100.00% |
11/07/2024 | 2.01% | 0.25 CHF | 0.26 CHF | 1,808,900 | 1,808,900 | 1,808,900 | 1,808,900 | 444,538 CHF | 453,582 CHF | 99.90% | 99.90% |
10/07/2024 | 2.25% | 0.24 CHF | 0.24 CHF | 2,028,200 | 2,028,200 | 2,028,200 | 2,028,200 | 445,934 CHF | 456,075 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 0.21 CHF | 0.21 CHF | 1,724,300 | 1,724,300 | 1,724,300 | 1,724,300 | 388,128 CHF | 396,749 CHF | 100.00% | 100.00% |
08/07/2024 | 2.91% | 0.25 CHF | 0.26 CHF | 1,681,100 | 1,681,100 | 1,681,100 | 1,681,100 | 437,907 CHF | 450,916 CHF | 98.72% | 98.72% |
05/07/2024 | 3.33% | 0.25 CHF | 0.26 CHF | 1,648,800 | 1,648,800 | 1,648,800 | 1,648,800 | 434,991 CHF | 449,816 CHF | 100.00% | 100.00% |
04/07/2024 | 1.92% | 0.26 CHF | 0.27 CHF | 1,725,500 | 1,725,500 | 1,725,500 | 1,725,500 | 444,062 CHF | 452,689 CHF | 100.00% | 100.00% |
03/07/2024 | 2.03% | 0.25 CHF | 0.25 CHF | 1,950,600 | 1,950,600 | 1,950,600 | 1,950,600 | 474,866 CHF | 484,619 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 0.22 CHF | 0.22 CHF | 1,844,600 | 1,844,600 | 1,844,600 | 1,844,600 | 375,770 CHF | 384,993 CHF | 100.00% | 100.00% |