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 | 24.26% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 108,590 CHF | 138,466 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2,901,900 | 2,901,900 | 2,928,440 | 2,928,440 | 117,138 CHF | 146,422 CHF | 100.00% | 100.00% |
11/07/2024 | 20.26% | 0.04 CHF | 0.05 CHF | 2,732,700 | 2,732,700 | 2,721,420 | 2,721,420 | 120,840 CHF | 148,054 CHF | 99.83% | 99.83% |
10/07/2024 | 19.42% | 0.05 CHF | 0.06 CHF | 2,412,800 | 2,412,800 | 2,447,540 | 2,447,540 | 114,131 CHF | 138,607 CHF | 100.00% | 100.00% |
09/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 2,676,100 | 2,676,100 | 2,653,720 | 2,653,720 | 132,192 CHF | 158,730 CHF | 99.73% | 99.73% |
08/07/2024 | 19.95% | 0.05 CHF | 0.06 CHF | 2,655,800 | 2,655,800 | 2,647,000 | 2,647,000 | 119,466 CHF | 145,936 CHF | 100.00% | 100.00% |
05/07/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 2,608,700 | 2,608,700 | 2,597,920 | 2,597,920 | 116,946 CHF | 142,925 CHF | 99.80% | 99.80% |
04/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 2,526,600 | 2,526,600 | 2,621,720 | 2,621,720 | 131,051 CHF | 157,269 CHF | 100.00% | 100.00% |
03/07/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 2,510,600 | 2,510,600 | 2,468,660 | 2,468,660 | 119,770 CHF | 144,456 CHF | 100.00% | 100.00% |
02/07/2024 | 17.79% | 0.05 CHF | 0.06 CHF | 2,715,100 | 2,715,100 | 2,706,430 | 2,706,430 | 138,758 CHF | 165,823 CHF | 99.42% | 99.42% |