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 | 7.11% | 0.14 CHF | 0.16 CHF | 74,000 | 74,000 | 70,836 | 70,836 | 9,740 CHF | 10,449 CHF | 99.99% | 99.99% |
12/07/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 6,679 CHF | 7,380 CHF | 100.00% | 100.00% |
11/07/2024 | 10.07% | 0.11 CHF | 0.12 CHF | 72,000 | 72,000 | 70,079 | 70,079 | 6,726 CHF | 7,427 CHF | 100.00% | 100.00% |
10/07/2024 | 8.94% | 0.10 CHF | 0.11 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 7,629 CHF | 8,336 CHF | 100.00% | 100.00% |
09/07/2024 | 10.17% | 0.12 CHF | 0.13 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 6,742 CHF | 7,448 CHF | 100.00% | 100.00% |
08/07/2024 | 10.85% | 0.10 CHF | 0.11 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 6,127 CHF | 6,829 CHF | 99.99% | 99.99% |
05/07/2024 | 15.02% | 0.08 CHF | 0.09 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 4,423 CHF | 5,124 CHF | 99.82% | 99.82% |
04/07/2024 | 11.13% | 0.09 CHF | 0.10 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 6,020 CHF | 6,721 CHF | 99.50% | 99.50% |
03/07/2024 | 8.65% | 0.10 CHF | 0.11 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 8,013 CHF | 8,729 CHF | 99.36% | 99.36% |
02/07/2024 | 4.96% | 0.17 CHF | 0.18 CHF | 74,000 | 74,000 | 73,938 | 73,938 | 14,607 CHF | 15,347 CHF | 100.00% | 100.00% |