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 | 5.86% | 0.77 CHF | 0.78 CHF | 40,000 | 40,000 | 14,688 | 14,688 | 12,173 CHF | 12,505 CHF | 99.57% | 99.57% |
12/07/2024 | 3.82% | 1.05 CHF | 1.06 CHF | 40,000 | 40,000 | 18,179 | 18,179 | 17,624 CHF | 18,106 CHF | 100.00% | 100.00% |
11/07/2024 | 3.87% | 0.92 CHF | 0.93 CHF | 40,000 | 40,000 | 23,685 | 23,685 | 19,565 CHF | 20,211 CHF | 99.71% | 99.71% |
10/07/2024 | 4.10% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 26,057 | 26,057 | 19,448 CHF | 20,124 CHF | 99.95% | 99.95% |
09/07/2024 | 4.10% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 26,068 | 26,068 | 19,461 CHF | 20,137 CHF | 99.64% | 99.64% |
08/07/2024 | 3.98% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 26,058 | 26,058 | 19,856 CHF | 20,531 CHF | 99.99% | 99.99% |
05/07/2024 | 4.12% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 26,160 | 26,160 | 19,500 CHF | 20,178 CHF | 99.64% | 99.64% |
04/07/2024 | 9.36% | 0.74 CHF | 0.77 CHF | 20,000 | 20,000 | 8,052 | 8,052 | 5,941 CHF | 6,294 CHF | 98.94% | 98.94% |
03/07/2024 | 4.61% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 24,771 | 24,771 | 16,852 CHF | 17,470 CHF | 98.44% | 98.44% |
02/07/2024 | 4.90% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 26,091 | 26,091 | 16,215 CHF | 16,892 CHF | 100.00% | 100.00% |