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 | 11.38% | 4.56 CHF | 4.86 CHF | 20,000 | 5,000 | 20,000 | 1,874 | 88,355 CHF | 9,083 CHF | 98.89% | 98.89% |
12/07/2024 | 13.67% | 4.22 CHF | 4.52 CHF | 20,000 | 5,000 | 20,000 | 2,044 | 72,209 CHF | 8,662 CHF | 82.55% | 82.55% |
11/07/2024 | 9.49% | 3.81 CHF | 4.01 CHF | 20,000 | 5,000 | 20,000 | 1,872 | 71,806 CHF | 7,376 CHF | 99.12% | 99.12% |
10/07/2024 | 10.84% | 3.43 CHF | 3.63 CHF | 20,000 | 5,000 | 20,000 | 1,869 | 62,784 CHF | 6,652 CHF | 99.53% | 99.53% |
09/07/2024 | 11.93% | 2.80 CHF | 3.00 CHF | 20,000 | 5,000 | 20,000 | 1,868 | 56,060 CHF | 5,781 CHF | 99.60% | 99.60% |
08/07/2024 | 12.37% | 2.69 CHF | 2.89 CHF | 20,000 | 5,000 | 20,000 | 1,868 | 54,116 CHF | 5,647 CHF | 99.59% | 99.59% |
05/07/2024 | 10.79% | 3.31 CHF | 3.51 CHF | 20,000 | 5,000 | 20,000 | 2,196 | 60,103 CHF | 7,401 CHF | 72.27% | 72.27% |
04/07/2024 | 13.72% | 2.79 CHF | 3.19 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 54,331 CHF | 3,117 CHF | 99.16% | 99.16% |
03/07/2024 | 11.12% | 2.86 CHF | 3.01 CHF | 20,000 | 10,000 | 27,893 | 3,686 | 64,039 CHF | 10,014 CHF | 98.79% | 98.79% |
02/07/2024 | 12.55% | 1.97 CHF | 2.12 CHF | 30,000 | 10,000 | 30,000 | 3,719 | 60,051 CHF | 8,348 CHF | 99.31% | 99.31% |