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 | 10.57% | 0.10 CHF | 0.11 CHF | 1,639,600 | 1,639,600 | 804,408 | 804,408 | 73,547 CHF | 81,603 CHF | 99.06% | 99.06% |
12/07/2024 | 11.69% | 0.09 CHF | 0.10 CHF | 1,780,000 | 1,780,000 | 903,744 | 903,744 | 75,972 CHF | 85,029 CHF | 100.00% | 100.00% |
11/07/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1,642,800 | 1,642,800 | 770,227 | 770,227 | 70,918 CHF | 78,673 CHF | 100.00% | 100.00% |
10/07/2024 | 10.46% | 0.10 CHF | 0.11 CHF | 1,597,500 | 1,597,500 | 780,768 | 780,768 | 72,393 CHF | 80,231 CHF | 100.00% | 100.00% |
09/07/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 1,768,200 | 1,768,200 | 839,827 | 839,827 | 78,206 CHF | 86,617 CHF | 98.82% | 98.82% |
08/07/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 2,073,100 | 2,073,100 | 1,008,760 | 1,008,760 | 80,080 CHF | 90,290 CHF | 100.00% | 100.00% |
05/07/2024 | 14.51% | 0.07 CHF | 0.08 CHF | 2,335,700 | 2,335,700 | 1,141,760 | 1,141,760 | 74,518 CHF | 85,953 CHF | 98.97% | 98.97% |
04/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 817,500 | 817,500 | 817,500 | 817,500 | 53,138 CHF | 61,313 CHF | 99.44% | 99.44% |
03/07/2024 | 14.91% | 0.07 CHF | 0.08 CHF | 2,370,400 | 2,370,400 | 1,160,600 | 1,160,600 | 72,475 CHF | 84,098 CHF | 99.64% | 99.64% |
02/07/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 2,537,100 | 2,537,100 | 1,230,850 | 1,230,850 | 74,371 CHF | 86,698 CHF | 100.00% | 100.00% |