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 | 13.85% | 0.19 CHF | 0.20 CHF | 70,000 | 70,000 | 25,069 | 25,069 | 5,176 CHF | 5,512 CHF | 99.74% | 99.74% |
12/07/2024 | 6.45% | 0.30 CHF | 0.31 CHF | 60,000 | 60,000 | 29,930 | 29,930 | 7,673 CHF | 8,101 CHF | 100.00% | 100.00% |
11/07/2024 | 6.45% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 30,222 | 30,222 | 6,048 CHF | 6,394 CHF | 99.70% | 99.70% |
10/07/2024 | 7.02% | 0.16 CHF | 0.17 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 5,415 CHF | 5,779 CHF | 99.95% | 99.95% |
09/07/2024 | 7.05% | 0.17 CHF | 0.18 CHF | 70,000 | 70,000 | 32,746 | 32,746 | 5,493 CHF | 5,861 CHF | 99.61% | 99.61% |
08/07/2024 | 6.82% | 0.17 CHF | 0.18 CHF | 70,000 | 70,000 | 32,722 | 32,722 | 5,712 CHF | 6,083 CHF | 99.99% | 99.99% |
05/07/2024 | 6.51% | 0.17 CHF | 0.18 CHF | 70,000 | 70,000 | 32,843 | 32,843 | 5,596 CHF | 5,949 CHF | 99.64% | 99.64% |
04/07/2024 | 24.50% | 0.17 CHF | 0.18 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 1,742 CHF | 1,946 CHF | 98.98% | 98.98% |
03/07/2024 | 7.21% | 0.16 CHF | 0.17 CHF | 70,000 | 70,000 | 31,539 | 31,539 | 4,686 CHF | 5,010 CHF | 98.48% | 98.48% |
02/07/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 70,000 | 70,000 | 32,755 | 32,755 | 4,304 CHF | 4,633 CHF | 100.00% | 100.00% |