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 | 9.91% | 0.88 CHF | 0.93 CHF | 60,000 | 20,000 | 61,740 | 7,497 | 52,545 CHF | 6,912 CHF | 98.91% | 98.91% |
12/07/2024 | 11.89% | 0.81 CHF | 0.86 CHF | 70,000 | 30,000 | 77,624 | 12,281 | 53,980 CHF | 9,907 CHF | 82.63% | 82.63% |
11/07/2024 | 12.41% | 0.72 CHF | 0.77 CHF | 70,000 | 30,000 | 78,178 | 11,220 | 52,790 CHF | 8,555 CHF | 99.03% | 99.03% |
10/07/2024 | 14.18% | 0.65 CHF | 0.70 CHF | 80,000 | 30,000 | 87,989 | 11,213 | 51,787 CHF | 7,731 CHF | 99.55% | 99.55% |
09/07/2024 | 9.35% | 0.54 CHF | 0.57 CHF | 100,000 | 30,000 | 98,943 | 11,208 | 53,796 CHF | 6,573 CHF | 99.60% | 99.60% |
08/07/2024 | 16.16% | 0.51 CHF | 0.56 CHF | 100,000 | 30,000 | 102,744 | 11,209 | 52,054 CHF | 6,579 CHF | 99.60% | 99.60% |
05/07/2024 | 8.45% | 0.64 CHF | 0.67 CHF | 80,000 | 30,000 | 89,272 | 13,178 | 51,992 CHF | 8,436 CHF | 72.29% | 72.29% |
04/07/2024 | 10.75% | 0.54 CHF | 0.60 CHF | 100,000 | 6,000 | 99,154 | 6,000 | 52,390 CHF | 3,532 CHF | 98.99% | 98.99% |
03/07/2024 | 11.59% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 116,838 | 18,588 | 51,546 CHF | 9,687 CHF | 99.30% | 99.30% |
02/07/2024 | 13.15% | 0.38 CHF | 0.41 CHF | 140,000 | 50,000 | 137,649 | 18,446 | 52,489 CHF | 7,940 CHF | 98.85% | 98.85% |