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 | 19.73% | 0.05 CHF | 0.06 CHF | 1,400,300 | 1,400,300 | 613,225 | 613,225 | 28,720 CHF | 34,922 CHF | 100.00% | 100.00% |
12/07/2024 | 14.65% | 0.06 CHF | 0.07 CHF | 1,257,700 | 1,257,700 | 545,859 | 545,859 | 34,850 CHF | 40,319 CHF | 100.00% | 100.00% |
11/07/2024 | 15.44% | 0.07 CHF | 0.08 CHF | 1,319,500 | 1,319,500 | 590,199 | 590,199 | 36,621 CHF | 42,534 CHF | 100.00% | 100.00% |
10/07/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1,464,500 | 1,464,500 | 641,693 | 641,693 | 35,930 CHF | 42,359 CHF | 100.00% | 100.00% |
09/07/2024 | 22.52% | 0.05 CHF | 0.06 CHF | 1,913,200 | 1,913,200 | 897,567 | 897,567 | 36,109 CHF | 45,102 CHF | 100.00% | 100.00% |
08/07/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1,946,100 | 1,946,100 | 870,954 | 870,954 | 33,050 CHF | 41,776 CHF | 100.00% | 100.00% |
05/07/2024 | 22.79% | 0.04 CHF | 0.05 CHF | 1,872,500 | 1,872,500 | 837,431 | 837,431 | 32,728 CHF | 41,118 CHF | 100.00% | 100.00% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 729,300 | 729,300 | 583,922 | 583,922 | 23,357 CHF | 29,196 CHF | 100.00% | 100.00% |
03/07/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 2,016,100 | 2,016,100 | 918,966 | 918,966 | 36,759 CHF | 45,978 CHF | 99.80% | 99.80% |
02/07/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 2,172,400 | 2,172,400 | 972,314 | 972,314 | 34,031 CHF | 43,772 CHF | 100.00% | 100.00% |