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 | 4.15% | 0.24 CHF | 0.25 CHF | 210,000 | 20,000 | 213,611 | 8,069 | 50,452 CHF | 1,968 CHF | 98.88% | 98.88% |
12/07/2024 | 5.12% | 0.22 CHF | 0.23 CHF | 230,000 | 20,000 | 267,222 | 8,874 | 50,860 CHF | 1,845 CHF | 82.49% | 82.49% |
11/07/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 270,000 | 20,000 | 273,073 | 8,061 | 50,524 CHF | 1,583 CHF | 98.99% | 98.99% |
10/07/2024 | 6.16% | 0.17 CHF | 0.18 CHF | 300,000 | 20,000 | 324,386 | 8,044 | 51,038 CHF | 1,392 CHF | 99.51% | 99.51% |
09/07/2024 | 34.83% | 0.11 CHF | 0.16 CHF | 2,000 | 2,000 | 804 | 804 | 94 CHF | 134 CHF | 99.58% | 99.58% |
08/07/2024 | 36.10% | 0.11 CHF | 0.16 CHF | 2,000 | 2,000 | 804 | 804 | 92 CHF | 132 CHF | 99.58% | 99.58% |
05/07/2024 | 13.24% | 0.15 CHF | 0.20 CHF | 2,000 | 2,000 | 242,855 | 4,442 | 36,560 CHF | 733 CHF | 72.26% | 72.26% |
04/07/2024 | 31.61% | 0.12 CHF | 0.17 CHF | 1,000 | 1,000 | 47,720 | 2,082 | 6,201 CHF | 317 CHF | 93.15% | 93.15% |
03/07/2024 | 46.16% | 0.11 CHF | 0.16 CHF | 2,000 | 2,000 | 816 | 816 | 75 CHF | 116 CHF | 99.27% | 99.27% |
02/07/2024 | 53.36% | 0.06 CHF | 0.11 CHF | 2,000 | 2,000 | 847 | 817 | 58 CHF | 96 CHF | 99.31% | 99.31% |