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 | 5.79% | 0.86 CHF | 0.87 CHF | 40,000 | 40,000 | 14,745 | 14,745 | 13,828 CHF | 14,217 CHF | 97.29% | 97.29% |
12/07/2024 | 4.07% | 1.19 CHF | 1.20 CHF | 40,000 | 40,000 | 18,156 | 18,156 | 20,047 CHF | 20,626 CHF | 99.74% | 99.74% |
11/07/2024 | 4.09% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 18,375 | 18,375 | 17,553 CHF | 18,055 CHF | 99.35% | 99.35% |
10/07/2024 | 4.22% | 0.85 CHF | 0.86 CHF | 40,000 | 40,000 | 18,670 | 18,670 | 15,814 CHF | 16,310 CHF | 99.73% | 99.73% |
09/07/2024 | 4.23% | 0.87 CHF | 0.88 CHF | 40,000 | 40,000 | 18,644 | 18,644 | 15,725 CHF | 16,220 CHF | 99.62% | 99.62% |
08/07/2024 | 4.13% | 0.83 CHF | 0.84 CHF | 40,000 | 40,000 | 18,652 | 18,652 | 15,998 CHF | 16,494 CHF | 99.81% | 99.81% |
05/07/2024 | 4.29% | 0.84 CHF | 0.85 CHF | 40,000 | 40,000 | 18,694 | 18,694 | 15,711 CHF | 16,208 CHF | 99.31% | 99.31% |
04/07/2024 | 8.97% | 0.84 CHF | 0.87 CHF | 20,000 | 20,000 | 6,352 | 6,352 | 5,294 CHF | 5,574 CHF | 98.20% | 98.20% |
03/07/2024 | 4.83% | 0.81 CHF | 0.82 CHF | 40,000 | 40,000 | 18,072 | 18,072 | 13,811 CHF | 14,271 CHF | 98.27% | 98.27% |
02/07/2024 | 5.17% | 0.70 CHF | 0.71 CHF | 40,000 | 40,000 | 18,644 | 18,644 | 12,800 CHF | 13,296 CHF | 100.00% | 100.00% |