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 | 10.31% | 0.10 CHF | 0.11 CHF | 1,115,300 | 1,115,300 | 495,110 | 495,110 | 47,188 CHF | 52,148 CHF | 99.98% | 99.98% |
12/07/2024 | 9.99% | 0.09 CHF | 0.10 CHF | 1,049,700 | 1,049,700 | 471,116 | 471,116 | 44,822 CHF | 49,542 CHF | 100.00% | 100.00% |
11/07/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 1,087,100 | 1,087,100 | 484,919 | 484,919 | 46,438 CHF | 51,317 CHF | 100.00% | 100.00% |
10/07/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 1,096,500 | 1,096,500 | 490,911 | 490,911 | 47,252 CHF | 52,170 CHF | 100.00% | 100.00% |
09/07/2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1,130,400 | 1,130,400 | 507,216 | 507,216 | 48,413 CHF | 53,494 CHF | 100.00% | 100.00% |
08/07/2024 | 10.72% | 0.10 CHF | 0.11 CHF | 1,157,400 | 1,157,400 | 517,656 | 517,656 | 46,553 CHF | 51,739 CHF | 100.00% | 100.00% |
05/07/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 1,211,900 | 1,211,900 | 541,069 | 541,069 | 48,218 CHF | 53,639 CHF | 99.82% | 99.82% |
04/07/2024 | 10.95% | 0.09 CHF | 0.10 CHF | 484,800 | 484,800 | 386,962 | 386,962 | 33,315 CHF | 37,185 CHF | 99.44% | 99.44% |
03/07/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 1,131,300 | 1,131,300 | 510,105 | 510,105 | 45,196 CHF | 50,307 CHF | 99.98% | 99.98% |
02/07/2024 | 10.30% | 0.10 CHF | 0.11 CHF | 1,164,900 | 1,164,900 | 502,779 | 502,779 | 47,813 CHF | 52,850 CHF | 100.00% | 100.00% |