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 | 10.86% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,365 CHF | 4,865 CHF | 98.05% | 98.05% |
12/07/2024 | 10.69% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,440 CHF | 4,940 CHF | 99.55% | 99.55% |
11/07/2024 | 13.33% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,519 CHF | 4,019 CHF | 99.33% | 99.33% |
10/07/2024 | 15.00% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,129 CHF | 3,629 CHF | 99.52% | 99.52% |
09/07/2024 | 18.37% | 0.11 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,492 CHF | 2,992 CHF | 99.52% | 99.52% |
08/07/2024 | 14.39% | 0.12 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,234 CHF | 3,734 CHF | 99.52% | 99.52% |
05/07/2024 | 11.20% | 0.13 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,215 CHF | 4,715 CHF | 68.09% | 98.43% |
04/07/2024 | 11.33% | 0.15 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,163 CHF | 4,663 CHF | 3.86% | 98.67% |
03/07/2024 | 13.85% | 0.13 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,368 CHF | 3,868 CHF | 66.59% | 99.48% |
02/07/2024 | 30.64% | 0.06 CHF | 0.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,404 CHF | 1,904 CHF | 92.69% | 99.54% |