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 | 28.55% | 0.03 CHF | 0.04 CHF | 2,000,300 | 2,000,300 | 1,992,070 | 1,992,070 | 59,847 CHF | 79,768 CHF | 100.00% | 100.00% |
12/07/2024 | 25.19% | 0.03 CHF | 0.04 CHF | 1,581,400 | 1,581,400 | 1,603,090 | 1,603,090 | 55,678 CHF | 71,709 CHF | 100.00% | 100.00% |
11/07/2024 | 20.69% | 0.04 CHF | 0.05 CHF | 1,358,000 | 1,358,000 | 1,352,400 | 1,352,400 | 58,740 CHF | 72,264 CHF | 99.83% | 99.83% |
10/07/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 1,071,900 | 1,071,900 | 1,087,330 | 1,087,330 | 53,606 CHF | 64,480 CHF | 100.00% | 100.00% |
09/07/2024 | 17.63% | 0.06 CHF | 0.07 CHF | 1,245,100 | 1,245,100 | 1,234,690 | 1,234,690 | 64,004 CHF | 76,350 CHF | 99.74% | 99.74% |
08/07/2024 | 18.82% | 0.05 CHF | 0.06 CHF | 1,269,600 | 1,269,600 | 1,265,400 | 1,265,400 | 61,043 CHF | 73,697 CHF | 100.00% | 100.00% |
05/07/2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1,229,100 | 1,229,100 | 1,224,020 | 1,224,020 | 56,883 CHF | 69,124 CHF | 99.81% | 99.81% |
04/07/2024 | 17.17% | 0.05 CHF | 0.06 CHF | 1,159,500 | 1,159,500 | 1,203,160 | 1,203,160 | 64,184 CHF | 76,215 CHF | 100.00% | 100.00% |
03/07/2024 | 17.27% | 0.05 CHF | 0.06 CHF | 1,106,000 | 1,106,000 | 1,087,520 | 1,087,520 | 57,692 CHF | 68,567 CHF | 100.00% | 100.00% |
02/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,268,200 | 1,268,200 | 1,264,150 | 1,264,150 | 75,906 CHF | 88,548 CHF | 99.42% | 99.42% |