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 | 7.11% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 18,915 | 18,915 | 11,540 CHF | 11,975 CHF | 99.59% | 99.59% |
12/07/2024 | 4.38% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 25,629 | 25,629 | 18,493 CHF | 19,156 CHF | 100.00% | 100.00% |
11/07/2024 | 5.26% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 25,821 | 25,821 | 15,645 CHF | 16,305 CHF | 99.71% | 99.71% |
10/07/2024 | 5.23% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 30,595 | 30,595 | 16,323 CHF | 17,020 CHF | 99.95% | 99.95% |
09/07/2024 | 5.21% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 30,613 | 30,613 | 16,371 CHF | 17,068 CHF | 99.62% | 99.62% |
08/07/2024 | 5.04% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 30,595 | 30,595 | 16,784 CHF | 17,482 CHF | 99.99% | 99.99% |
05/07/2024 | 5.26% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 30,705 | 30,705 | 16,430 CHF | 17,131 CHF | 99.64% | 99.64% |
04/07/2024 | 11.82% | 0.53 CHF | 0.55 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 5,466 CHF | 5,826 CHF | 98.98% | 98.98% |
03/07/2024 | 4.92% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 29,375 | 29,375 | 14,109 CHF | 14,659 CHF | 98.44% | 98.44% |
02/07/2024 | 5.27% | 0.44 CHF | 0.45 CHF | 60,000 | 60,000 | 30,623 | 30,623 | 13,264 CHF | 13,856 CHF | 99.99% | 99.99% |