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 | 1.82% | 0.54 CHF | 0.55 CHF | 80,000 | 80,000 | 35,786 | 35,786 | 19,472 CHF | 19,831 CHF | 99.99% | 99.99% |
12/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 80,000 | 80,000 | 35,074 | 35,074 | 20,838 CHF | 21,193 CHF | 100.00% | 100.00% |
11/07/2024 | 2.40% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 35,616 | 35,616 | 15,961 CHF | 16,318 CHF | 100.00% | 100.00% |
10/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 82,000 | 82,000 | 36,812 | 36,812 | 14,028 CHF | 14,398 CHF | 99.90% | 99.90% |
09/07/2024 | 3.52% | 0.34 CHF | 0.35 CHF | 84,000 | 84,000 | 35,675 | 35,675 | 12,615 CHF | 12,989 CHF | 99.70% | 99.70% |
08/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 84,000 | 84,000 | 36,477 | 36,477 | 13,250 CHF | 13,627 CHF | 99.27% | 99.27% |
05/07/2024 | 2.67% | 0.34 CHF | 0.35 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 13,513 CHF | 13,889 CHF | 99.90% | 99.90% |
04/07/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 33,000 | 33,000 | 26,667 | 26,667 | 10,059 CHF | 10,326 CHF | 99.59% | 99.59% |
03/07/2024 | 3.51% | 0.34 CHF | 0.35 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 11,985 CHF | 12,360 CHF | 100.00% | 100.00% |
02/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 84,000 | 84,000 | 37,447 | 37,447 | 10,909 CHF | 11,286 CHF | 100.00% | 100.00% |