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 | 12.06% | 0.08 CHF | 0.09 CHF | 998,900 | 998,900 | 991,687 | 991,687 | 77,366 CHF | 87,283 CHF | 100.00% | 100.00% |
12/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1,011,600 | 1,011,600 | 1,005,720 | 1,005,720 | 75,429 CHF | 85,486 CHF | 100.00% | 100.00% |
11/07/2024 | 12.03% | 0.08 CHF | 0.09 CHF | 1,009,700 | 1,009,700 | 1,001,840 | 1,001,840 | 78,335 CHF | 88,354 CHF | 100.00% | 100.00% |
10/07/2024 | 13.24% | 0.08 CHF | 0.09 CHF | 1,090,200 | 1,090,200 | 1,093,270 | 1,093,270 | 77,165 CHF | 88,097 CHF | 100.00% | 100.00% |
09/07/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1,100,100 | 1,100,100 | 1,097,360 | 1,097,360 | 76,667 CHF | 87,653 CHF | 100.00% | 100.00% |
08/07/2024 | 13.73% | 0.07 CHF | 0.08 CHF | 1,171,800 | 1,171,800 | 1,174,160 | 1,174,160 | 79,740 CHF | 91,481 CHF | 100.00% | 100.00% |
05/07/2024 | 14.24% | 0.07 CHF | 0.08 CHF | 1,117,500 | 1,117,500 | 1,116,860 | 1,116,860 | 72,932 CHF | 84,100 CHF | 100.00% | 100.00% |
04/07/2024 | 13.41% | 0.07 CHF | 0.08 CHF | 1,134,500 | 1,134,500 | 1,135,080 | 1,135,080 | 79,001 CHF | 90,352 CHF | 100.00% | 100.00% |
03/07/2024 | 14.28% | 0.07 CHF | 0.08 CHF | 1,078,700 | 1,078,700 | 1,078,170 | 1,078,170 | 70,142 CHF | 80,924 CHF | 100.00% | 100.00% |
02/07/2024 | 13.26% | 0.07 CHF | 0.08 CHF | 975,600 | 975,600 | 973,344 | 973,344 | 68,628 CHF | 78,361 CHF | 100.00% | 100.00% |