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 | 15.17% | 0.06 CHF | 0.07 CHF | 109,620 | 20,000 | 109,684 | 20,000 | 6,703 CHF | 1,422 CHF | 41.50% | 93.13% |
12/07/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 111,620 | 20,000 | 111,620 | 20,000 | 13,715 CHF | 2,657 CHF | 99.01% | 99.01% |
11/07/2024 | 9.17% | 0.10 CHF | 0.13 CHF | 110,636 | 20,000 | 111,344 | 20,000 | 11,659 CHF | 2,294 CHF | 13.72% | 99.08% |
10/07/2024 | - | 0.06 CHF | 0.15 CHF | 110,412 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 111,851 | 20,000 | 111,799 | 20,000 | 13,902 CHF | 2,687 CHF | 22.27% | 100.00% |
08/07/2024 | 8.00% | 0.10 CHF | 0.13 CHF | 111,057 | 20,000 | 111,429 | 20,000 | 13,372 CHF | 2,600 CHF | 12.52% | 98.29% |
05/07/2024 | - | 0.10 CHF | - CHF | 111,303 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.65% |
04/07/2024 | - | 0.09 CHF | - CHF | 110,994 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/07/2024 | 7.23% | 0.11 CHF | 0.12 CHF | 111,693 | 25,000 | 112,817 | 25,000 | 15,298 CHF | 3,637 CHF | 99.73% | 99.73% |
02/07/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 115,284 | 25,000 | 115,796 | 25,000 | 27,175 CHF | 6,115 CHF | 100.00% | 100.00% |