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 | 19.25% | 0.11 CHF | 0.12 CHF | 70,000 | 70,000 | 25,066 | 25,066 | 3,284 CHF | 3,602 CHF | 99.74% | 99.74% |
12/07/2024 | 8.36% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 29,929 | 29,929 | 5,516 CHF | 5,914 CHF | 100.00% | 100.00% |
11/07/2024 | 9.20% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 30,223 | 30,223 | 3,953 CHF | 4,278 CHF | 99.70% | 99.70% |
10/07/2024 | 10.72% | 0.10 CHF | 0.11 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 3,231 CHF | 3,578 CHF | 99.95% | 99.95% |
09/07/2024 | 10.88% | 0.10 CHF | 0.11 CHF | 70,000 | 70,000 | 32,742 | 32,742 | 3,204 CHF | 3,551 CHF | 99.63% | 99.63% |
08/07/2024 | 10.27% | 0.10 CHF | 0.11 CHF | 70,000 | 70,000 | 32,722 | 32,722 | 3,405 CHF | 3,755 CHF | 99.99% | 99.99% |
05/07/2024 | 10.42% | 0.10 CHF | 0.11 CHF | 70,000 | 70,000 | 32,843 | 32,843 | 3,362 CHF | 3,710 CHF | 99.64% | 99.64% |
04/07/2024 | 36.46% | 0.10 CHF | 0.11 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 1,036 CHF | 1,235 CHF | 98.98% | 98.98% |
03/07/2024 | 12.57% | 0.09 CHF | 0.10 CHF | 70,000 | 70,000 | 31,537 | 31,537 | 2,594 CHF | 2,911 CHF | 98.48% | 98.48% |
02/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 70,000 | 70,000 | 32,755 | 32,755 | 2,202 CHF | 2,531 CHF | 100.00% | 100.00% |