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 | 10.74% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 50,282 | 50,282 | 13,284 CHF | 13,908 CHF | 97.44% | 97.44% |
12/07/2024 | 4.27% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 64,044 | 64,044 | 19,474 CHF | 20,225 CHF | 99.66% | 99.66% |
11/07/2024 | 4.91% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 66,832 | 66,832 | 17,932 CHF | 18,709 CHF | 99.20% | 99.20% |
10/07/2024 | 5.10% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 67,790 | 67,790 | 16,459 CHF | 17,235 CHF | 99.60% | 99.60% |
09/07/2024 | 5.11% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 67,639 | 67,639 | 16,422 CHF | 17,198 CHF | 99.64% | 99.64% |
08/07/2024 | 5.11% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 67,616 | 67,616 | 16,660 CHF | 17,445 CHF | 99.89% | 99.89% |
05/07/2024 | 4.88% | 0.24 CHF | 0.25 CHF | 160,000 | 160,000 | 72,486 | 72,486 | 17,537 CHF | 18,336 CHF | 99.30% | 99.30% |
04/07/2024 | 18.11% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 22,999 | 22,999 | 5,512 CHF | 5,960 CHF | 98.75% | 98.75% |
03/07/2024 | 5.05% | 0.24 CHF | 0.25 CHF | 160,000 | 160,000 | 70,136 | 70,136 | 15,758 CHF | 16,499 CHF | 98.27% | 98.27% |
02/07/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 170,000 | 170,000 | 79,614 | 79,614 | 16,437 CHF | 17,237 CHF | 99.99% | 99.99% |