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 | 13.62% | 0.04 CHF | 0.04 CHF | 888,800 | 888,800 | 963,113 | 963,113 | 33,019 CHF | 37,835 CHF | 100.00% | 100.00% |
12/07/2024 | 15.16% | 0.03 CHF | 0.04 CHF | 984,000 | 984,000 | 1,216,310 | 1,216,310 | 37,177 CHF | 43,259 CHF | 100.00% | 100.00% |
11/07/2024 | 16.73% | 0.03 CHF | 0.03 CHF | 1,287,400 | 1,287,400 | 1,250,140 | 1,250,140 | 34,453 CHF | 40,704 CHF | 71.56% | 71.56% |
10/07/2024 | 16.29% | 0.03 CHF | 0.04 CHF | 1,231,000 | 1,231,000 | 1,300,740 | 1,300,740 | 36,956 CHF | 43,459 CHF | 99.38% | 99.38% |
09/07/2024 | 18.37% | 0.03 CHF | 0.04 CHF | 1,321,600 | 1,321,600 | 1,411,790 | 1,411,790 | 35,065 CHF | 42,132 CHF | 100.00% | 100.00% |
08/07/2024 | 19.08% | 0.02 CHF | 0.03 CHF | 1,441,800 | 1,441,800 | 1,571,910 | 1,571,910 | 37,656 CHF | 45,516 CHF | 100.00% | 100.00% |
05/07/2024 | 22.09% | 0.02 CHF | 0.03 CHF | 1,613,500 | 1,613,500 | 1,604,200 | 1,604,200 | 32,340 CHF | 40,361 CHF | 100.00% | 100.00% |
04/07/2024 | 22.03% | 0.02 CHF | 0.03 CHF | 1,601,300 | 1,601,300 | 1,795,320 | 1,795,320 | 36,350 CHF | 45,327 CHF | 100.00% | 100.00% |
03/07/2024 | 22.57% | 0.02 CHF | 0.03 CHF | 1,856,300 | 1,856,300 | 1,388,920 | 1,388,920 | 27,279 CHF | 34,224 CHF | 100.00% | 100.00% |
02/07/2024 | 15.88% | 0.03 CHF | 0.03 CHF | 1,265,800 | 1,265,800 | 1,112,440 | 1,112,440 | 32,435 CHF | 37,998 CHF | 99.95% | 99.95% |