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 | 18.55% | 0.05 CHF | 0.06 CHF | 1,691,600 | 1,691,600 | 1,693,590 | 1,693,590 | 82,956 CHF | 99,892 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,474,100 | 1,474,100 | 1,474,100 | 1,474,100 | 58,980 CHF | 73,721 CHF | 100.00% | 100.00% |
11/07/2024 | 21.32% | 0.04 CHF | 0.05 CHF | 1,286,600 | 1,286,600 | 1,294,010 | 1,294,010 | 54,406 CHF | 67,346 CHF | 99.82% | 99.82% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,216,800 | 1,216,800 | 1,216,800 | 1,216,800 | 60,840 CHF | 73,008 CHF | 100.00% | 100.00% |
09/07/2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1,228,900 | 1,228,900 | 1,227,540 | 1,227,540 | 59,554 CHF | 71,843 CHF | 99.73% | 99.73% |
08/07/2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1,353,500 | 1,353,500 | 1,353,500 | 1,353,500 | 66,734 CHF | 80,269 CHF | 100.00% | 100.00% |
05/07/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,419,000 | 1,419,000 | 1,391,370 | 1,391,370 | 62,703 CHF | 76,617 CHF | 99.81% | 99.81% |
04/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1,451,100 | 1,451,100 | 1,437,380 | 1,437,380 | 63,714 CHF | 78,088 CHF | 100.00% | 100.00% |
03/07/2024 | 20.83% | 0.05 CHF | 0.06 CHF | 1,469,800 | 1,469,800 | 1,439,120 | 1,439,120 | 62,076 CHF | 76,467 CHF | 100.00% | 100.00% |
02/07/2024 | 20.23% | 0.05 CHF | 0.06 CHF | 1,379,100 | 1,379,100 | 1,390,300 | 1,390,300 | 61,845 CHF | 75,748 CHF | 100.00% | 100.00% |