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 | 7.31% | 0.81 CHF | 0.84 CHF | 50,000 | 50,000 | 18,909 | 18,909 | 16,279 CHF | 17,092 CHF | 99.74% | 99.74% |
12/07/2024 | 5.20% | 1.07 CHF | 1.10 CHF | 50,000 | 50,000 | 25,629 | 25,629 | 25,194 CHF | 26,370 CHF | 100.00% | 100.00% |
11/07/2024 | 5.99% | 0.94 CHF | 0.97 CHF | 50,000 | 50,000 | 25,823 | 25,823 | 22,272 CHF | 23,457 CHF | 99.72% | 99.72% |
10/07/2024 | 6.33% | 0.80 CHF | 0.83 CHF | 50,000 | 50,000 | 26,057 | 26,057 | 20,503 CHF | 21,700 CHF | 99.95% | 99.95% |
09/07/2024 | 6.32% | 0.81 CHF | 0.84 CHF | 50,000 | 50,000 | 26,068 | 26,068 | 20,520 CHF | 21,717 CHF | 99.63% | 99.63% |
08/07/2024 | 6.23% | 0.79 CHF | 0.82 CHF | 50,000 | 50,000 | 26,057 | 26,057 | 20,732 CHF | 21,929 CHF | 99.99% | 99.99% |
05/07/2024 | 6.37% | 0.79 CHF | 0.82 CHF | 50,000 | 50,000 | 26,161 | 26,161 | 20,513 CHF | 21,715 CHF | 99.64% | 99.64% |
04/07/2024 | 11.28% | 0.78 CHF | 0.83 CHF | 20,000 | 20,000 | 8,050 | 8,050 | 6,228 CHF | 6,742 CHF | 98.98% | 98.98% |
03/07/2024 | 6.67% | 0.77 CHF | 0.80 CHF | 60,000 | 60,000 | 29,364 | 29,364 | 21,325 CHF | 22,552 CHF | 98.48% | 98.48% |
02/07/2024 | 6.31% | 0.68 CHF | 0.71 CHF | 60,000 | 60,000 | 30,625 | 30,625 | 20,548 CHF | 21,752 CHF | 100.00% | 100.00% |