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 | 16.82% | 1.37 CHF | 1.65 CHF | 40,000 | 2,500 | 39,670 | 2,500 | 59,512 CHF | 4,441 CHF | 98.73% | 98.73% |
12/07/2024 | 14.77% | 1.81 CHF | 2.08 CHF | 30,000 | 2,500 | 31,071 | 2,500 | 53,571 CHF | 5,007 CHF | 99.38% | 99.38% |
11/07/2024 | 14.00% | 1.85 CHF | 2.12 CHF | 30,000 | 2,500 | 30,000 | 2,500 | 54,504 CHF | 5,224 CHF | 99.15% | 99.15% |
10/07/2024 | 15.11% | 1.79 CHF | 2.06 CHF | 30,000 | 2,500 | 38,695 | 2,500 | 62,101 CHF | 4,677 CHF | 100.00% | 100.00% |
09/07/2024 | 16.30% | 1.56 CHF | 1.88 CHF | 40,000 | 2,000 | 30,471 | 2,000 | 55,007 CHF | 4,256 CHF | 100.00% | 100.00% |
08/07/2024 | 14.74% | 2.05 CHF | 2.35 CHF | 30,000 | 2,000 | 30,000 | 2,000 | 57,360 CHF | 4,432 CHF | 100.00% | 100.00% |
05/07/2024 | 10.54% | 1.99 CHF | 2.23 CHF | 30,000 | 2,500 | 30,000 | 2,500 | 64,940 CHF | 6,012 CHF | 99.61% | 99.61% |
04/07/2024 | 15.25% | 1.46 CHF | 1.71 CHF | 40,000 | 2,500 | 38,605 | 2,500 | 58,643 CHF | 4,441 CHF | 100.00% | 100.00% |
03/07/2024 | 13.01% | 1.54 CHF | 1.74 CHF | 40,000 | 2,500 | 40,000 | 2,500 | 57,393 CHF | 4,085 CHF | 99.73% | 99.73% |
02/07/2024 | 15.80% | 1.22 CHF | 1.42 CHF | 50,000 | 2,500 | 48,673 | 2,500 | 57,009 CHF | 3,438 CHF | 99.99% | 99.99% |