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 | 12.60% | 0.06 CHF | 0.07 CHF | 1,093,800 | 1,093,800 | 507,481 | 507,481 | 36,893 CHF | 41,979 CHF | 100.00% | 100.00% |
12/07/2024 | 9.20% | 0.10 CHF | 0.11 CHF | 1,141,200 | 1,141,200 | 510,623 | 510,623 | 53,730 CHF | 58,846 CHF | 100.00% | 100.00% |
11/07/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 1,224,100 | 1,224,100 | 547,254 | 547,254 | 51,738 CHF | 57,227 CHF | 100.00% | 100.00% |
10/07/2024 | 10.14% | 0.11 CHF | 0.12 CHF | 1,285,700 | 1,285,700 | 556,921 | 556,921 | 54,336 CHF | 59,919 CHF | 100.00% | 100.00% |
09/07/2024 | 10.20% | 0.10 CHF | 0.11 CHF | 1,253,700 | 1,253,700 | 561,143 | 561,143 | 53,338 CHF | 58,960 CHF | 100.00% | 100.00% |
08/07/2024 | 10.47% | 0.10 CHF | 0.11 CHF | 1,344,900 | 1,344,900 | 590,586 | 590,586 | 55,721 CHF | 61,638 CHF | 100.00% | 100.00% |
05/07/2024 | 8.73% | 0.10 CHF | 0.11 CHF | 1,384,500 | 1,384,500 | 645,454 | 645,454 | 71,773 CHF | 78,248 CHF | 99.90% | 99.90% |
04/07/2024 | 9.34% | 0.11 CHF | 0.12 CHF | 576,000 | 576,000 | 449,302 | 449,302 | 46,124 CHF | 50,620 CHF | 100.00% | 100.00% |
03/07/2024 | 10.56% | 0.10 CHF | 0.11 CHF | 1,464,500 | 1,464,500 | 649,625 | 649,625 | 60,160 CHF | 66,712 CHF | 99.88% | 99.88% |
02/07/2024 | 11.41% | 0.09 CHF | 0.10 CHF | 1,588,000 | 1,588,000 | 710,279 | 710,279 | 59,693 CHF | 66,814 CHF | 100.00% | 100.00% |