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 | 17.47% | 0.13 CHF | 0.14 CHF | 130,000 | 130,000 | 44,012 | 44,012 | 6,321 CHF | 6,833 CHF | 99.74% | 99.74% |
12/07/2024 | 6.38% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 52,366 | 52,366 | 9,432 CHF | 9,990 CHF | 99.99% | 99.99% |
11/07/2024 | 7.37% | 0.16 CHF | 0.17 CHF | 120,000 | 120,000 | 58,173 | 58,173 | 8,312 CHF | 8,896 CHF | 99.74% | 99.74% |
10/07/2024 | 8.24% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 60,884 | 60,884 | 7,289 CHF | 7,901 CHF | 99.94% | 99.94% |
09/07/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 60,955 | 60,955 | 7,362 CHF | 7,975 CHF | 99.64% | 99.64% |
08/07/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 60,915 | 60,915 | 7,625 CHF | 8,237 CHF | 99.99% | 99.99% |
05/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 61,070 | 61,070 | 7,447 CHF | 8,060 CHF | 99.64% | 99.64% |
04/07/2024 | 31.32% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 18,385 | 18,385 | 2,216 CHF | 2,569 CHF | 98.98% | 98.98% |
03/07/2024 | 9.51% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 58,893 | 58,893 | 6,306 CHF | 6,898 CHF | 98.48% | 98.48% |
02/07/2024 | 10.34% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 63,381 | 63,381 | 6,015 CHF | 6,651 CHF | 100.00% | 100.00% |