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 | 28.01% | 0.04 CHF | 0.05 CHF | 678,500 | 678,500 | 692,404 | 692,404 | 21,312 CHF | 28,236 CHF | 100.00% | 100.00% |
12/07/2024 | 26.83% | 0.04 CHF | 0.05 CHF | 716,900 | 716,900 | 724,940 | 724,940 | 23,544 CHF | 30,793 CHF | 100.00% | 100.00% |
11/07/2024 | 23.88% | 0.04 CHF | 0.05 CHF | 596,800 | 596,800 | 596,651 | 596,651 | 22,097 CHF | 28,063 CHF | 99.83% | 99.83% |
10/07/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 570,900 | 570,900 | 562,551 | 562,551 | 24,706 CHF | 30,331 CHF | 100.00% | 100.00% |
09/07/2024 | 19.19% | 0.05 CHF | 0.06 CHF | 507,500 | 507,500 | 495,151 | 495,151 | 23,377 CHF | 28,329 CHF | 99.73% | 99.73% |
08/07/2024 | 17.09% | 0.05 CHF | 0.06 CHF | 510,000 | 510,000 | 507,897 | 507,897 | 27,214 CHF | 32,293 CHF | 100.00% | 100.00% |
05/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 532,100 | 532,100 | 529,939 | 529,939 | 26,331 CHF | 31,631 CHF | 99.81% | 99.81% |
04/07/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 571,400 | 571,400 | 579,369 | 579,369 | 26,063 CHF | 31,857 CHF | 100.00% | 100.00% |
03/07/2024 | 21.96% | 0.05 CHF | 0.06 CHF | 691,000 | 691,000 | 707,144 | 707,144 | 28,774 CHF | 35,845 CHF | 100.00% | 100.00% |
02/07/2024 | 26.26% | 0.04 CHF | 0.05 CHF | 725,700 | 725,700 | 722,705 | 722,705 | 24,031 CHF | 31,258 CHF | 100.00% | 100.00% |