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 | 6.99% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 23,062 | 23,062 | 12,255 CHF | 12,670 CHF | 99.74% | 99.74% |
12/07/2024 | 3.85% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 29,922 | 29,922 | 18,489 CHF | 19,068 CHF | 100.00% | 100.00% |
11/07/2024 | 4.56% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 30,196 | 30,196 | 15,919 CHF | 16,502 CHF | 99.72% | 99.72% |
10/07/2024 | 4.03% | 0.48 CHF | 0.49 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 15,562 CHF | 16,085 CHF | 99.95% | 99.95% |
09/07/2024 | 4.04% | 0.49 CHF | 0.50 CHF | 70,000 | 70,000 | 32,803 | 32,803 | 15,547 CHF | 16,073 CHF | 99.62% | 99.62% |
08/07/2024 | 4.00% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 32,724 | 32,724 | 15,756 CHF | 16,287 CHF | 99.99% | 99.99% |
05/07/2024 | 4.02% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 32,839 | 32,839 | 15,659 CHF | 16,185 CHF | 99.64% | 99.64% |
04/07/2024 | 11.45% | 0.48 CHF | 0.49 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 4,888 CHF | 5,171 CHF | 98.98% | 98.98% |
03/07/2024 | 4.50% | 0.47 CHF | 0.48 CHF | 70,000 | 70,000 | 31,536 | 31,536 | 13,793 CHF | 14,282 CHF | 98.48% | 98.48% |
02/07/2024 | 4.74% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 32,748 | 32,748 | 13,211 CHF | 13,735 CHF | 100.00% | 100.00% |