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 | 8.68% | 0.31 CHF | 0.32 CHF | 155,000 | 155,000 | 69,459 | 69,459 | 19,235 CHF | 20,495 CHF | 100.00% | 100.00% |
12/07/2024 | 9.36% | 0.30 CHF | 0.31 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 17,667 CHF | 18,931 CHF | 99.98% | 99.98% |
11/07/2024 | 10.14% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 67,374 | 67,374 | 15,643 CHF | 16,933 CHF | 99.82% | 99.82% |
10/07/2024 | 9.24% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 67,409 | 67,409 | 16,330 CHF | 17,554 CHF | 100.00% | 100.00% |
09/07/2024 | 14.40% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 67,450 | 67,450 | 13,956 CHF | 15,520 CHF | 99.74% | 99.74% |
08/07/2024 | 13.76% | 0.14 CHF | 0.15 CHF | 145,000 | 145,000 | 66,581 | 66,581 | 11,514 CHF | 12,982 CHF | 99.92% | 99.92% |
05/07/2024 | 11.53% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 67,199 | 67,199 | 15,570 CHF | 16,967 CHF | 99.69% | 99.69% |
04/07/2024 | 13.99% | 0.22 CHF | 0.24 CHF | 60,000 | 60,000 | 48,303 | 48,303 | 10,307 CHF | 11,785 CHF | 99.95% | 99.95% |
03/07/2024 | 14.21% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 14,852 CHF | 16,422 CHF | 100.00% | 100.00% |
02/07/2024 | 14.55% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 66,981 | 66,981 | 12,854 CHF | 14,420 CHF | 99.99% | 99.99% |