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 | 13.43% | 0.07 CHF | 0.08 CHF | 1,613,000 | 1,613,000 | 1,608,230 | 1,608,230 | 111,806 CHF | 127,888 CHF | 100.00% | 100.00% |
12/07/2024 | 14.86% | 0.07 CHF | 0.08 CHF | 1,399,000 | 1,399,000 | 1,410,150 | 1,410,150 | 91,201 CHF | 105,353 CHF | 100.00% | 100.00% |
11/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,323,100 | 1,323,100 | 1,323,100 | 1,323,100 | 92,624 CHF | 105,855 CHF | 99.83% | 99.83% |
10/07/2024 | 12.26% | 0.08 CHF | 0.09 CHF | 1,243,200 | 1,243,200 | 1,250,250 | 1,250,250 | 95,793 CHF | 108,295 CHF | 100.00% | 100.00% |
09/07/2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1,345,800 | 1,345,800 | 1,327,000 | 1,327,000 | 100,488 CHF | 113,758 CHF | 99.73% | 99.73% |
08/07/2024 | 13.36% | 0.08 CHF | 0.09 CHF | 1,522,000 | 1,522,000 | 1,497,510 | 1,497,510 | 104,764 CHF | 119,739 CHF | 100.00% | 100.00% |
05/07/2024 | 14.18% | 0.07 CHF | 0.08 CHF | 1,505,900 | 1,505,900 | 1,508,250 | 1,508,250 | 98,900 CHF | 113,983 CHF | 99.81% | 99.81% |
04/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1,454,300 | 1,454,300 | 1,454,300 | 1,454,300 | 94,530 CHF | 109,072 CHF | 100.00% | 100.00% |
03/07/2024 | 14.21% | 0.07 CHF | 0.08 CHF | 1,402,000 | 1,402,000 | 1,402,110 | 1,402,110 | 91,665 CHF | 105,686 CHF | 100.00% | 100.00% |
02/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,451,300 | 1,451,300 | 1,455,240 | 1,455,240 | 101,867 CHF | 116,419 CHF | 100.00% | 100.00% |