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 | 22.19% | 0.02 CHF | 0.03 CHF | 2,916,400 | 2,916,400 | 2,908,480 | 2,908,480 | 58,294 CHF | 72,837 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2,906,200 | 2,906,200 | 2,667,730 | 2,667,730 | 53,355 CHF | 66,693 CHF | 100.00% | 100.00% |
11/07/2024 | 22.18% | 0.02 CHF | 0.03 CHF | 2,595,200 | 2,595,200 | 2,712,670 | 2,712,670 | 54,401 CHF | 67,965 CHF | 71.56% | 71.56% |
10/07/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2,772,600 | 2,772,600 | 2,785,090 | 2,785,090 | 55,702 CHF | 69,627 CHF | 99.38% | 99.38% |
09/07/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2,788,800 | 2,788,800 | 2,607,080 | 2,607,080 | 52,142 CHF | 65,177 CHF | 100.00% | 100.00% |
08/07/2024 | 19.41% | 0.02 CHF | 0.03 CHF | 2,550,400 | 2,550,400 | 2,342,330 | 2,342,330 | 54,821 CHF | 66,532 CHF | 100.00% | 100.00% |
05/07/2024 | 18.66% | 0.03 CHF | 0.03 CHF | 2,275,700 | 2,275,700 | 2,404,710 | 2,404,710 | 58,662 CHF | 70,685 CHF | 100.00% | 100.00% |
04/07/2024 | 18.66% | 0.02 CHF | 0.03 CHF | 2,444,300 | 2,444,300 | 2,583,840 | 2,583,840 | 63,074 CHF | 75,993 CHF | 100.00% | 100.00% |
03/07/2024 | 21.61% | 0.02 CHF | 0.03 CHF | 2,627,500 | 2,627,500 | 2,727,230 | 2,727,230 | 56,532 CHF | 70,168 CHF | 100.00% | 100.00% |
02/07/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2,753,100 | 2,753,100 | 2,883,100 | 2,883,100 | 57,662 CHF | 72,077 CHF | 99.95% | 99.95% |