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 | 28.93% | 1.96 CHF | 2.74 CHF | 17,912 | 750 | 17,653 | 750 | 40,909 CHF | 2,323 CHF | 98.73% | 98.73% |
12/07/2024 | 23.41% | 3.18 CHF | 3.97 CHF | 16,951 | 750 | 17,113 | 750 | 50,642 CHF | 2,807 CHF | 99.38% | 99.38% |
11/07/2024 | 21.50% | 3.31 CHF | 4.08 CHF | 17,068 | 750 | 17,185 | 750 | 55,221 CHF | 2,990 CHF | 99.04% | 99.04% |
10/07/2024 | 24.26% | 3.15 CHF | 3.88 CHF | 18,223 | 1,000 | 18,582 | 1,000 | 49,010 CHF | 3,365 CHF | 100.00% | 100.00% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08/07/2024 | 23.27% | 3.99 CHF | 4.93 CHF | 14,113 | 750 | 14,285 | 750 | 51,005 CHF | 3,383 CHF | 100.00% | 100.00% |
05/07/2024 | 14.31% | 3.82 CHF | 4.48 CHF | 19,214 | 1,000 | 18,837 | 1,000 | 81,025 CHF | 4,966 CHF | 99.55% | 99.55% |
04/07/2024 | 24.82% | 2.35 CHF | 3.07 CHF | 19,160 | 1,000 | 19,029 | 1,000 | 48,313 CHF | 3,255 CHF | 100.00% | 100.00% |
03/07/2024 | 19.76% | 2.50 CHF | 3.00 CHF | 25,969 | 1,000 | 26,305 | 1,000 | 60,258 CHF | 2,793 CHF | 75.08% | 75.08% |
02/07/2024 | 26.21% | 1.81 CHF | 2.32 CHF | 26,678 | 1,000 | 26,859 | 1,000 | 45,742 CHF | 2,215 CHF | 99.98% | 99.98% |