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 | 5.02% | 0.50 CHF | 0.52 CHF | 35,000 | 35,000 | 34,980 | 34,980 | 13,744 CHF | 14,444 CHF | 100.00% | 100.00% |
12/07/2024 | 4.88% | 0.36 CHF | 0.38 CHF | 35,000 | 35,000 | 44,295 | 44,295 | 17,861 CHF | 18,747 CHF | 100.00% | 100.00% |
11/07/2024 | 5.03% | 0.39 CHF | 0.41 CHF | 46,000 | 46,000 | 45,975 | 45,975 | 17,872 CHF | 18,792 CHF | 99.99% | 99.99% |
10/07/2024 | 4.37% | 0.43 CHF | 0.45 CHF | 46,000 | 46,000 | 46,382 | 46,382 | 20,871 CHF | 21,798 CHF | 100.00% | 100.00% |
09/07/2024 | 5.19% | 0.38 CHF | 0.40 CHF | 46,000 | 46,000 | 46,319 | 46,319 | 17,285 CHF | 18,196 CHF | 100.00% | 100.00% |
08/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 58,000 | 58,000 | 58,147 | 58,147 | 29,316 CHF | 29,898 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 0.58 CHF | 0.59 CHF | 59,000 | 59,000 | 58,354 | 58,354 | 30,813 CHF | 31,397 CHF | 100.00% | 100.00% |
04/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 58,000 | 58,000 | 58,046 | 58,046 | 28,954 CHF | 29,534 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 58,000 | 58,000 | 58,284 | 58,284 | 30,621 CHF | 31,204 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.56 CHF | 0.57 CHF | 59,000 | 59,000 | 59,378 | 59,378 | 38,408 CHF | 39,002 CHF | 100.00% | 100.00% |