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 | 12.47% | 0.08 CHF | 0.09 CHF | 1,970,200 | 1,970,200 | 631,442 | 631,442 | 48,135 CHF | 54,457 CHF | 98.87% | 98.87% |
12/07/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 1,919,100 | 1,919,100 | 611,928 | 611,928 | 47,024 CHF | 53,151 CHF | 100.00% | 100.00% |
11/07/2024 | 14.03% | 0.07 CHF | 0.08 CHF | 2,254,200 | 2,254,200 | 706,485 | 706,485 | 49,386 CHF | 56,512 CHF | 99.99% | 99.99% |
10/07/2024 | 14.39% | 0.07 CHF | 0.08 CHF | 2,249,800 | 2,249,800 | 718,166 | 718,166 | 48,386 CHF | 55,577 CHF | 99.89% | 99.89% |
09/07/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 2,164,800 | 2,164,800 | 698,114 | 698,114 | 45,281 CHF | 52,271 CHF | 99.98% | 99.98% |
08/07/2024 | 14.45% | 0.07 CHF | 0.08 CHF | 2,258,900 | 2,258,900 | 722,067 | 722,067 | 47,898 CHF | 55,128 CHF | 99.98% | 99.98% |
05/07/2024 | 14.49% | 0.07 CHF | 0.08 CHF | 2,278,900 | 2,278,900 | 724,704 | 724,704 | 47,590 CHF | 54,847 CHF | 99.71% | 99.71% |
04/07/2024 | 13.99% | 0.07 CHF | 0.08 CHF | 455,800 | 455,800 | 334,237 | 334,237 | 22,423 CHF | 25,766 CHF | 94.02% | 94.02% |
03/07/2024 | 14.53% | 0.07 CHF | 0.08 CHF | 2,346,000 | 2,346,000 | 751,643 | 751,643 | 48,857 CHF | 56,383 CHF | 99.53% | 99.53% |
02/07/2024 | 13.75% | 0.07 CHF | 0.08 CHF | 2,141,500 | 2,141,500 | 688,925 | 688,925 | 46,147 CHF | 53,046 CHF | 100.00% | 100.00% |