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 | 15.38% | 0.03 CHF | 0.04 CHF | 2,166,700 | 2,166,700 | 2,105,740 | 2,105,740 | 63,172 CHF | 73,701 CHF | 100.00% | 100.00% |
12/07/2024 | 15.03% | 0.03 CHF | 0.04 CHF | 2,088,600 | 2,088,600 | 1,923,980 | 1,923,980 | 59,384 CHF | 69,004 CHF | 100.00% | 100.00% |
11/07/2024 | 13.29% | 0.04 CHF | 0.04 CHF | 1,873,600 | 1,873,600 | 1,891,570 | 1,891,570 | 66,446 CHF | 75,904 CHF | 71.56% | 71.56% |
10/07/2024 | 13.33% | 0.04 CHF | 0.04 CHF | 1,900,800 | 1,900,800 | 1,864,780 | 1,864,780 | 65,267 CHF | 74,591 CHF | 99.38% | 99.38% |
09/07/2024 | 12.26% | 0.04 CHF | 0.04 CHF | 1,854,000 | 1,854,000 | 1,808,830 | 1,808,830 | 69,577 CHF | 78,631 CHF | 100.00% | 100.00% |
08/07/2024 | 12.47% | 0.04 CHF | 0.05 CHF | 1,797,500 | 1,797,500 | 1,742,940 | 1,742,940 | 65,854 CHF | 74,569 CHF | 100.00% | 100.00% |
05/07/2024 | 11.73% | 0.04 CHF | 0.05 CHF | 1,729,700 | 1,729,700 | 1,729,700 | 1,729,700 | 69,421 CHF | 78,069 CHF | 100.00% | 100.00% |
04/07/2024 | 11.76% | 0.04 CHF | 0.05 CHF | 1,729,700 | 1,729,700 | 1,659,700 | 1,659,700 | 66,388 CHF | 74,687 CHF | 100.00% | 100.00% |
03/07/2024 | 11.28% | 0.05 CHF | 0.05 CHF | 1,637,700 | 1,637,700 | 1,774,940 | 1,774,940 | 74,343 CHF | 83,218 CHF | 100.00% | 100.00% |
02/07/2024 | 12.90% | 0.04 CHF | 0.05 CHF | 1,811,100 | 1,811,100 | 1,884,110 | 1,884,110 | 68,472 CHF | 77,893 CHF | 99.97% | 99.97% |