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 | 4.67% | 0.80 CHF | 0.81 CHF | 70,000 | 70,000 | 25,178 | 25,178 | 21,097 CHF | 21,535 CHF | 97.59% | 97.59% |
12/07/2024 | 2.55% | 0.97 CHF | 0.98 CHF | 70,000 | 70,000 | 32,066 | 32,066 | 29,677 CHF | 30,277 CHF | 99.93% | 99.93% |
11/07/2024 | 2.82% | 0.89 CHF | 0.90 CHF | 70,000 | 70,000 | 32,353 | 32,353 | 27,425 CHF | 28,032 CHF | 99.19% | 99.19% |
10/07/2024 | 2.91% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 32,783 | 32,783 | 25,998 CHF | 26,612 CHF | 99.70% | 99.70% |
09/07/2024 | 2.93% | 0.80 CHF | 0.81 CHF | 70,000 | 70,000 | 32,751 | 32,751 | 25,871 CHF | 26,484 CHF | 99.62% | 99.62% |
08/07/2024 | 2.89% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 32,759 | 32,759 | 26,081 CHF | 26,694 CHF | 99.73% | 99.73% |
05/07/2024 | 2.94% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 32,881 | 32,881 | 25,881 CHF | 26,496 CHF | 99.34% | 99.34% |
04/07/2024 | 7.70% | 0.79 CHF | 0.81 CHF | 30,000 | 30,000 | 10,351 | 10,351 | 8,113 CHF | 8,447 CHF | 98.79% | 98.79% |
03/07/2024 | 3.13% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 31,558 | 31,558 | 23,621 CHF | 24,192 CHF | 98.32% | 98.32% |
02/07/2024 | 3.25% | 0.71 CHF | 0.72 CHF | 70,000 | 70,000 | 32,757 | 32,757 | 23,177 CHF | 23,791 CHF | 100.00% | 100.00% |