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 | 3.32% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 67,218 | 29,134 | 55,180 CHF | 24,514 CHF | 98.65% | 98.65% |
12/07/2024 | 3.45% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 68,488 | 28,994 | 54,558 CHF | 24,246 CHF | 99.59% | 99.59% |
11/07/2024 | 3.17% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 61,212 | 29,300 | 52,407 CHF | 25,736 CHF | 90.29% | 90.29% |
10/07/2024 | 3.78% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 75,908 | 29,031 | 55,307 CHF | 22,826 CHF | 97.59% | 97.59% |
09/07/2024 | 9.02% | 0.67 CHF | 0.73 CHF | 5,000 | 5,000 | 2,912 | 2,912 | 2,060 CHF | 2,252 CHF | 96.17% | 96.17% |
08/07/2024 | 10.74% | 0.62 CHF | 0.68 CHF | 5,000 | 5,000 | 2,900 | 2,900 | 1,760 CHF | 1,952 CHF | 99.62% | 99.62% |
05/07/2024 | 7.79% | 0.53 CHF | 0.59 CHF | 5,000 | 5,000 | 97,309 | 19,749 | 40,959 CHF | 9,012 CHF | 95.33% | 95.33% |
04/07/2024 | 15.31% | 0.37 CHF | 0.44 CHF | 1,000 | 1,000 | 17,061 | 2,121 | 6,914 CHF | 946 CHF | 89.99% | 89.99% |
03/07/2024 | 15.94% | 0.39 CHF | 0.45 CHF | 5,000 | 5,000 | 2,869 | 2,869 | 1,121 CHF | 1,311 CHF | 99.61% | 99.61% |
02/07/2024 | 21.48% | 0.31 CHF | 0.37 CHF | 5,000 | 5,000 | 2,933 | 2,926 | 844 CHF | 1,034 CHF | 89.72% | 89.72% |