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 | 8.57% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 13,135 CHF | 14,111 CHF | 100.00% | 100.00% |
12/07/2024 | 9.25% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 54,679 | 54,679 | 11,906 CHF | 12,818 CHF | 100.00% | 100.00% |
11/07/2024 | 11.61% | 0.18 CHF | 0.19 CHF | 122,000 | 122,000 | 55,171 | 55,171 | 9,543 CHF | 10,462 CHF | 99.80% | 99.80% |
10/07/2024 | 10.44% | 0.18 CHF | 0.19 CHF | 122,000 | 122,000 | 54,891 | 54,891 | 10,135 CHF | 11,050 CHF | 100.00% | 100.00% |
09/07/2024 | 8.59% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 53,754 | 53,754 | 13,454 CHF | 14,426 CHF | 99.78% | 99.78% |
08/07/2024 | 6.90% | 0.30 CHF | 0.31 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 17,050 CHF | 18,018 CHF | 100.00% | 100.00% |
05/07/2024 | 6.64% | 0.32 CHF | 0.33 CHF | 118,000 | 118,000 | 52,341 | 52,341 | 17,219 CHF | 18,166 CHF | 99.81% | 99.81% |
04/07/2024 | 7.13% | 0.35 CHF | 0.37 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 12,912 CHF | 13,815 CHF | 99.98% | 99.98% |
03/07/2024 | 6.22% | 0.34 CHF | 0.35 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 18,836 CHF | 19,779 CHF | 99.98% | 99.98% |
02/07/2024 | 6.07% | 0.37 CHF | 0.38 CHF | 116,000 | 116,000 | 51,741 | 51,741 | 19,116 CHF | 20,053 CHF | 99.99% | 99.99% |