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 | 3.64% | 0.26 CHF | 0.27 CHF | 1,901,300 | 1,901,300 | 1,900,080 | 1,900,080 | 512,884 CHF | 531,885 CHF | 100.00% | 100.00% |
12/07/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 1,898,800 | 1,898,800 | 1,945,320 | 1,945,320 | 525,354 CHF | 544,807 CHF | 100.00% | 100.00% |
11/07/2024 | 3.22% | 0.24 CHF | 0.25 CHF | 1,991,300 | 1,991,300 | 1,979,460 | 1,979,460 | 507,133 CHF | 523,848 CHF | 99.99% | 99.99% |
10/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 1,966,900 | 1,966,900 | 1,985,980 | 1,985,980 | 519,939 CHF | 539,799 CHF | 100.00% | 100.00% |
09/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 2,006,300 | 2,006,300 | 1,996,230 | 1,996,230 | 522,592 CHF | 542,555 CHF | 100.00% | 100.00% |
08/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 1,986,600 | 1,986,600 | 1,924,630 | 1,924,630 | 500,473 CHF | 519,719 CHF | 100.00% | 100.00% |
05/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 1,859,100 | 1,859,100 | 1,823,600 | 1,823,600 | 501,956 CHF | 520,192 CHF | 100.00% | 100.00% |
04/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 1,785,900 | 1,785,900 | 1,757,150 | 1,757,150 | 503,746 CHF | 521,318 CHF | 100.00% | 100.00% |
03/07/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 1,726,700 | 1,726,700 | 1,610,100 | 1,610,100 | 468,283 CHF | 484,384 CHF | 100.00% | 100.00% |
02/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 1,492,800 | 1,492,800 | 1,485,040 | 1,485,040 | 486,999 CHF | 501,850 CHF | 100.00% | 100.00% |