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 | 2.76% | 0.35 CHF | 0.36 CHF | 80,000 | 80,000 | 35,787 | 35,787 | 12,658 CHF | 13,017 CHF | 99.99% | 99.99% |
12/07/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 80,000 | 80,000 | 35,075 | 35,075 | 14,164 CHF | 14,519 CHF | 100.00% | 100.00% |
11/07/2024 | 4.37% | 0.31 CHF | 0.32 CHF | 80,000 | 80,000 | 35,619 | 35,619 | 9,183 CHF | 9,540 CHF | 100.00% | 100.00% |
10/07/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 82,000 | 82,000 | 36,813 | 36,813 | 7,000 CHF | 7,369 CHF | 99.90% | 99.90% |
09/07/2024 | 7.56% | 0.16 CHF | 0.17 CHF | 84,000 | 84,000 | 35,676 | 35,676 | 5,809 CHF | 6,182 CHF | 99.70% | 99.70% |
08/07/2024 | 5.95% | 0.14 CHF | 0.16 CHF | 84,000 | 84,000 | 36,472 | 36,472 | 6,302 CHF | 6,678 CHF | 99.31% | 99.31% |
05/07/2024 | 5.44% | 0.14 CHF | 0.16 CHF | 84,000 | 84,000 | 37,462 | 37,462 | 6,348 CHF | 6,724 CHF | 99.89% | 99.89% |
04/07/2024 | 5.26% | 0.17 CHF | 0.18 CHF | 33,000 | 33,000 | 26,666 | 26,666 | 4,949 CHF | 5,216 CHF | 99.61% | 99.61% |
03/07/2024 | 8.54% | 0.14 CHF | 0.16 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 5,299 CHF | 5,675 CHF | 100.00% | 100.00% |
02/07/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 84,000 | 84,000 | 37,449 | 37,449 | 3,726 CHF | 4,104 CHF | 100.00% | 100.00% |