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 | 23.98% | 0.04 CHF | 0.05 CHF | 247,800 | 247,800 | 1,607,480 | 1,607,480 | 59,072 CHF | 75,147 CHF | 98.95% | 98.95% |
12/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 218,400 | 218,400 | 1,418,160 | 1,418,160 | 56,722 CHF | 70,903 CHF | 98.89% | 98.89% |
11/07/2024 | 22.18% | 0.05 CHF | 0.06 CHF | 242,700 | 242,700 | 1,541,270 | 1,541,270 | 61,674 CHF | 77,087 CHF | 98.93% | 98.93% |
10/07/2024 | 20.37% | 0.04 CHF | 0.05 CHF | 214,600 | 214,600 | 1,424,350 | 1,424,350 | 63,085 CHF | 77,329 CHF | 98.95% | 98.95% |
09/07/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 258,300 | 258,300 | 1,657,130 | 1,657,130 | 66,872 CHF | 83,443 CHF | 98.69% | 98.69% |
08/07/2024 | 22.68% | 0.04 CHF | 0.05 CHF | 228,000 | 228,000 | 1,478,930 | 1,478,930 | 58,092 CHF | 72,881 CHF | 98.20% | 98.20% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 219,700 | 219,700 | 1,428,290 | 1,428,290 | 57,138 CHF | 71,421 CHF | 98.94% | 98.94% |
04/07/2024 | 21.28% | 0.04 CHF | 0.05 CHF | 214,800 | 214,800 | 1,417,880 | 1,417,880 | 59,823 CHF | 74,002 CHF | 98.53% | 98.53% |
03/07/2024 | 22.23% | 0.05 CHF | 0.06 CHF | 273,700 | 273,700 | 1,741,610 | 1,741,610 | 69,471 CHF | 86,887 CHF | 98.35% | 98.35% |
02/07/2024 | 25.74% | 0.04 CHF | 0.05 CHF | 293,900 | 293,900 | 1,880,790 | 1,880,790 | 64,532 CHF | 83,340 CHF | 98.88% | 98.88% |