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 | 56.47% | 0.01 CHF | 0.02 CHF | 69,000 | 69,000 | 14,346 | 14,346 | 559 CHF | 905 CHF | 24.64% | 76.91% |
12/07/2024 | - | 0.05 CHF | - CHF | 70,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
11/07/2024 | - | 0.05 CHF | - CHF | 70,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
10/07/2024 | - | 0.12 CHF | - CHF | 70,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 8.69% | 0.18 CHF | 0.19 CHF | 72,000 | 72,000 | 32,284 | 32,284 | 6,242 CHF | 6,696 CHF | 99.80% | 100.00% |
08/07/2024 | 9.01% | 0.14 CHF | 0.15 CHF | 71,000 | 71,000 | 21,551 | 21,551 | 4,195 CHF | 4,577 CHF | 78.74% | 99.97% |
05/07/2024 | 9.82% | 0.23 CHF | 0.24 CHF | 72,000 | 72,000 | 32,245 | 32,245 | 5,932 CHF | 6,386 CHF | 99.90% | 99.90% |
04/07/2024 | 10.99% | 0.14 CHF | 0.16 CHF | 29,000 | 29,000 | 23,158 | 23,158 | 3,470 CHF | 3,866 CHF | 99.60% | 99.60% |
03/07/2024 | 8.80% | 0.17 CHF | 0.18 CHF | 71,000 | 71,000 | 32,039 | 32,039 | 5,621 CHF | 6,073 CHF | 100.00% | 100.00% |
02/07/2024 | 7.13% | 0.23 CHF | 0.24 CHF | 72,000 | 72,000 | 32,268 | 32,268 | 7,246 CHF | 7,700 CHF | 99.98% | 99.98% |