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 | 28.57% | 0.03 CHF | 0.04 CHF | 794,900 | 794,900 | 821,591 | 821,591 | 24,648 CHF | 32,864 CHF | 100.00% | 100.00% |
12/07/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 792,300 | 792,300 | 789,032 | 789,032 | 23,836 CHF | 31,726 CHF | 100.00% | 100.00% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 813,700 | 813,700 | 834,437 | 834,437 | 25,033 CHF | 33,378 CHF | 100.00% | 100.00% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 856,000 | 856,000 | 838,348 | 838,348 | 25,150 CHF | 33,534 CHF | 100.00% | 100.00% |
09/07/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 793,400 | 793,400 | 781,287 | 781,287 | 23,479 CHF | 31,291 CHF | 100.00% | 100.00% |
08/07/2024 | 27.82% | 0.04 CHF | 0.05 CHF | 721,800 | 721,800 | 718,823 | 718,823 | 22,328 CHF | 29,516 CHF | 100.00% | 100.00% |
05/07/2024 | 23.78% | 0.04 CHF | 0.05 CHF | 691,400 | 691,400 | 667,314 | 667,314 | 24,819 CHF | 31,492 CHF | 99.82% | 99.82% |
04/07/2024 | 24.60% | 0.04 CHF | 0.05 CHF | 657,900 | 657,900 | 656,147 | 656,147 | 23,438 CHF | 29,999 CHF | 99.50% | 99.50% |
03/07/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 730,300 | 730,300 | 727,340 | 727,340 | 28,745 CHF | 36,019 CHF | 99.36% | 99.36% |
02/07/2024 | 27.92% | 0.04 CHF | 0.05 CHF | 755,400 | 755,400 | 756,199 | 756,199 | 23,370 CHF | 30,932 CHF | 100.00% | 100.00% |