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 | 10.25% | 0.04 CHF | 0.05 CHF | 1,137,100 | 1,137,100 | 1,140,200 | 1,140,200 | 52,913 CHF | 58,614 CHF | 100.00% | 100.00% |
12/07/2024 | 9.94% | 0.05 CHF | 0.05 CHF | 1,141,100 | 1,141,100 | 1,261,250 | 1,261,250 | 60,517 CHF | 66,823 CHF | 100.00% | 100.00% |
11/07/2024 | 10.15% | 0.05 CHF | 0.05 CHF | 1,297,800 | 1,297,800 | 1,222,050 | 1,222,050 | 57,329 CHF | 63,439 CHF | 71.56% | 71.56% |
10/07/2024 | 9.73% | 0.05 CHF | 0.06 CHF | 1,183,400 | 1,183,400 | 1,176,230 | 1,176,230 | 57,596 CHF | 63,477 CHF | 99.38% | 99.38% |
09/07/2024 | 10.24% | 0.06 CHF | 0.06 CHF | 1,174,100 | 1,174,100 | 1,272,200 | 1,272,200 | 58,986 CHF | 65,347 CHF | 100.00% | 100.00% |
08/07/2024 | 11.33% | 0.05 CHF | 0.05 CHF | 1,302,800 | 1,302,800 | 1,438,540 | 1,438,540 | 59,945 CHF | 67,138 CHF | 100.00% | 100.00% |
05/07/2024 | 11.29% | 0.04 CHF | 0.04 CHF | 1,482,000 | 1,482,000 | 1,373,650 | 1,373,650 | 57,698 CHF | 64,566 CHF | 100.00% | 100.00% |
04/07/2024 | 11.21% | 0.05 CHF | 0.05 CHF | 1,340,400 | 1,340,400 | 1,241,690 | 1,241,690 | 52,461 CHF | 58,670 CHF | 100.00% | 100.00% |
03/07/2024 | 10.13% | 0.05 CHF | 0.05 CHF | 1,210,800 | 1,210,800 | 1,151,490 | 1,151,490 | 54,055 CHF | 59,812 CHF | 100.00% | 100.00% |
02/07/2024 | 9.37% | 0.05 CHF | 0.05 CHF | 1,136,100 | 1,136,100 | 1,066,890 | 1,066,890 | 54,412 CHF | 59,747 CHF | 99.96% | 99.96% |