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 | 8.95% | 0.40 CHF | 0.41 CHF | 60,000 | 60,000 | 23,064 | 23,064 | 9,969 CHF | 10,390 CHF | 99.73% | 99.73% |
12/07/2024 | 4.81% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 29,926 | 29,926 | 15,625 CHF | 16,229 CHF | 99.99% | 99.99% |
11/07/2024 | 5.75% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 30,215 | 30,215 | 12,857 CHF | 13,441 CHF | 99.72% | 99.72% |
10/07/2024 | 5.52% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 11,973 CHF | 12,533 CHF | 99.95% | 99.95% |
09/07/2024 | 5.50% | 0.38 CHF | 0.39 CHF | 70,000 | 70,000 | 32,745 | 32,745 | 12,034 CHF | 12,594 CHF | 99.63% | 99.63% |
08/07/2024 | 5.34% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 32,724 | 32,724 | 12,394 CHF | 12,960 CHF | 99.99% | 99.99% |
05/07/2024 | 5.45% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 32,843 | 32,843 | 12,149 CHF | 12,706 CHF | 99.64% | 99.64% |
04/07/2024 | 14.92% | 0.37 CHF | 0.39 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 3,786 CHF | 4,087 CHF | 98.98% | 98.98% |
03/07/2024 | 5.95% | 0.36 CHF | 0.37 CHF | 70,000 | 70,000 | 31,540 | 31,540 | 10,415 CHF | 10,905 CHF | 98.45% | 98.45% |
02/07/2024 | 5.56% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 32,755 | 32,755 | 9,722 CHF | 10,194 CHF | 100.00% | 100.00% |