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 | 14.12% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 23,084 | 23,084 | 5,497 CHF | 5,912 CHF | 99.63% | 99.63% |
12/07/2024 | 7.52% | 0.38 CHF | 0.39 CHF | 60,000 | 60,000 | 29,929 | 29,929 | 9,527 CHF | 10,105 CHF | 100.00% | 100.00% |
11/07/2024 | 7.99% | 0.28 CHF | 0.30 CHF | 60,000 | 60,000 | 30,220 | 30,220 | 7,181 CHF | 7,643 CHF | 99.70% | 99.70% |
10/07/2024 | 8.39% | 0.19 CHF | 0.20 CHF | 70,000 | 70,000 | 32,726 | 32,726 | 6,168 CHF | 6,629 CHF | 99.95% | 99.95% |
09/07/2024 | 8.26% | 0.20 CHF | 0.21 CHF | 70,000 | 70,000 | 32,744 | 32,744 | 6,143 CHF | 6,593 CHF | 99.62% | 99.62% |
08/07/2024 | 8.18% | 0.19 CHF | 0.20 CHF | 70,000 | 70,000 | 32,722 | 32,722 | 6,426 CHF | 6,897 CHF | 99.99% | 99.99% |
05/07/2024 | 8.13% | 0.19 CHF | 0.20 CHF | 70,000 | 70,000 | 32,839 | 32,839 | 6,314 CHF | 6,765 CHF | 99.63% | 99.63% |
04/07/2024 | 24.06% | 0.19 CHF | 0.20 CHF | 30,000 | 30,000 | 10,335 | 10,335 | 1,945 CHF | 2,188 CHF | 98.98% | 98.98% |
03/07/2024 | 8.61% | 0.18 CHF | 0.19 CHF | 70,000 | 70,000 | 31,544 | 31,544 | 5,026 CHF | 5,397 CHF | 98.44% | 98.44% |
02/07/2024 | 8.85% | 0.14 CHF | 0.15 CHF | 70,000 | 70,000 | 32,745 | 32,745 | 4,404 CHF | 4,776 CHF | 99.97% | 99.97% |