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 | 5.64% | 0.65 CHF | 0.66 CHF | 70,000 | 70,000 | 25,037 | 25,037 | 17,082 CHF | 17,520 CHF | 98.54% | 98.54% |
12/07/2024 | 3.07% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 32,050 | 32,050 | 24,601 CHF | 25,201 CHF | 99.99% | 99.99% |
11/07/2024 | 3.46% | 0.74 CHF | 0.75 CHF | 70,000 | 70,000 | 32,250 | 32,250 | 22,325 CHF | 22,931 CHF | 99.61% | 99.61% |
10/07/2024 | 3.61% | 0.64 CHF | 0.65 CHF | 70,000 | 70,000 | 32,724 | 32,724 | 20,889 CHF | 21,503 CHF | 99.72% | 99.72% |
09/07/2024 | 3.61% | 0.65 CHF | 0.66 CHF | 70,000 | 70,000 | 32,715 | 32,715 | 20,845 CHF | 21,458 CHF | 99.62% | 99.62% |
08/07/2024 | 3.55% | 0.63 CHF | 0.64 CHF | 70,000 | 70,000 | 32,807 | 32,807 | 21,137 CHF | 21,751 CHF | 99.99% | 99.99% |
05/07/2024 | 3.63% | 0.63 CHF | 0.64 CHF | 70,000 | 70,000 | 32,831 | 32,831 | 20,851 CHF | 21,466 CHF | 99.34% | 99.34% |
04/07/2024 | 9.44% | 0.63 CHF | 0.65 CHF | 30,000 | 30,000 | 10,338 | 10,338 | 6,515 CHF | 6,849 CHF | 98.94% | 98.94% |
03/07/2024 | 3.94% | 0.62 CHF | 0.63 CHF | 80,000 | 80,000 | 33,299 | 33,299 | 19,915 CHF | 20,509 CHF | 98.42% | 98.42% |
02/07/2024 | 4.11% | 0.56 CHF | 0.57 CHF | 80,000 | 80,000 | 34,645 | 34,645 | 19,362 CHF | 19,997 CHF | 100.00% | 100.00% |