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 | 6.29% | 0.88 CHF | 0.91 CHF | 70,000 | 70,000 | 25,197 | 25,197 | 23,111 CHF | 24,052 CHF | 99.74% | 99.74% |
12/07/2024 | 4.31% | 1.05 CHF | 1.08 CHF | 70,000 | 70,000 | 32,059 | 32,059 | 32,083 CHF | 33,325 CHF | 100.00% | 100.00% |
11/07/2024 | 4.69% | 0.97 CHF | 1.00 CHF | 70,000 | 70,000 | 32,358 | 32,358 | 29,971 CHF | 31,223 CHF | 99.71% | 99.71% |
10/07/2024 | 4.85% | 0.88 CHF | 0.91 CHF | 70,000 | 70,000 | 32,727 | 32,727 | 28,639 CHF | 29,906 CHF | 99.95% | 99.95% |
09/07/2024 | 4.84% | 0.89 CHF | 0.92 CHF | 70,000 | 70,000 | 32,750 | 32,750 | 28,653 CHF | 29,921 CHF | 99.62% | 99.62% |
08/07/2024 | 4.82% | 0.87 CHF | 0.90 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 28,723 CHF | 29,990 CHF | 99.99% | 99.99% |
05/07/2024 | 4.88% | 0.87 CHF | 0.90 CHF | 70,000 | 70,000 | 32,841 | 32,841 | 28,593 CHF | 29,865 CHF | 99.64% | 99.64% |
04/07/2024 | 9.14% | 0.87 CHF | 0.91 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 8,946 CHF | 9,487 CHF | 98.98% | 98.98% |
03/07/2024 | 5.15% | 0.86 CHF | 0.89 CHF | 70,000 | 70,000 | 31,544 | 31,544 | 26,316 CHF | 27,519 CHF | 98.44% | 98.44% |
02/07/2024 | 5.34% | 0.80 CHF | 0.83 CHF | 80,000 | 80,000 | 34,886 | 34,886 | 27,646 CHF | 28,979 CHF | 100.00% | 100.00% |