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 | 2.45% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 129,185 | 25,810 | 52,068 CHF | 10,849 CHF | 93.68% | 93.68% |
12/07/2024 | 12.69% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 87,591 | 16,309 | 22,303 CHF | 4,615 CHF | 96.41% | 96.41% |
11/07/2024 | 6.54% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 45,404 | 17,217 | 22,270 CHF | 8,689 CHF | 95.13% | 95.13% |
10/07/2024 | 9.35% | 0.45 CHF | 0.49 CHF | 5,000 | 5,000 | 2,906 | 2,906 | 1,308 CHF | 1,435 CHF | 97.25% | 97.25% |
09/07/2024 | 12.07% | 0.41 CHF | 0.45 CHF | 5,000 | 5,000 | 2,874 | 2,874 | 1,040 CHF | 1,169 CHF | 99.46% | 99.46% |
08/07/2024 | 12.59% | 0.38 CHF | 0.42 CHF | 5,000 | 5,000 | 2,883 | 2,883 | 942 CHF | 1,066 CHF | 97.81% | 97.81% |
05/07/2024 | 8.94% | 0.34 CHF | 0.38 CHF | 5,000 | 5,000 | 53,315 | 12,705 | 19,065 CHF | 4,663 CHF | 31.85% | 31.85% |
04/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 160,000 | 10,000 | 159,702 | 10,000 | 52,672 CHF | 3,398 CHF | 5.36% | 5.36% |
03/07/2024 | 18.05% | 0.23 CHF | 0.27 CHF | 5,000 | 5,000 | 2,330 | 2,330 | 523 CHF | 625 CHF | 79.13% | 79.13% |
02/07/2024 | 41.69% | 0.18 CHF | 0.22 CHF | 5,000 | 5,000 | 4,488 | 2,899 | 526 CHF | 420 CHF | 89.30% | 89.30% |