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 | 15.32% | 2.23 CHF | 2.43 CHF | 30,000 | 5,000 | 30,000 | 1,874 | 64,225 CHF | 4,551 CHF | 98.89% | 98.89% |
12/07/2024 | 14.50% | 2.06 CHF | 2.21 CHF | 30,000 | 10,000 | 35,898 | 4,093 | 60,554 CHF | 8,323 CHF | 82.61% | 82.61% |
11/07/2024 | 15.12% | 1.79 CHF | 1.94 CHF | 30,000 | 10,000 | 36,598 | 3,743 | 59,689 CHF | 7,116 CHF | 99.09% | 99.09% |
10/07/2024 | 11.86% | 1.59 CHF | 1.69 CHF | 40,000 | 10,000 | 40,000 | 3,737 | 57,252 CHF | 6,157 CHF | 99.53% | 99.53% |
09/07/2024 | 13.35% | 1.24 CHF | 1.34 CHF | 50,000 | 10,000 | 45,056 | 3,736 | 55,904 CHF | 5,184 CHF | 99.59% | 99.59% |
08/07/2024 | 13.96% | 1.18 CHF | 1.28 CHF | 50,000 | 10,000 | 48,261 | 3,736 | 57,246 CHF | 5,033 CHF | 99.59% | 99.59% |
05/07/2024 | 11.90% | 1.52 CHF | 1.62 CHF | 40,000 | 10,000 | 40,000 | 4,392 | 54,254 CHF | 6,774 CHF | 72.27% | 72.27% |
04/07/2024 | 15.43% | 1.24 CHF | 1.44 CHF | 50,000 | 2,000 | 47,892 | 2,000 | 57,214 CHF | 2,795 CHF | 98.99% | 98.99% |
03/07/2024 | 17.27% | 1.26 CHF | 1.36 CHF | 40,000 | 20,000 | 57,745 | 7,435 | 55,503 CHF | 8,983 CHF | 99.29% | 99.29% |
02/07/2024 | 20.11% | 0.79 CHF | 0.89 CHF | 70,000 | 20,000 | 69,089 | 7,438 | 55,147 CHF | 7,149 CHF | 99.31% | 99.31% |