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 | 6.04% | 0.33 CHF | 0.34 CHF | 124,000 | 124,000 | 55,332 | 55,332 | 16,956 CHF | 17,793 CHF | 100.00% | 100.00% |
12/07/2024 | 6.48% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 54,574 | 54,574 | 14,831 CHF | 15,657 CHF | 100.00% | 100.00% |
11/07/2024 | 5.55% | 0.28 CHF | 0.29 CHF | 122,000 | 122,000 | 55,045 | 55,045 | 16,735 CHF | 17,569 CHF | 99.81% | 99.81% |
10/07/2024 | 5.46% | 0.35 CHF | 0.36 CHF | 124,000 | 124,000 | 55,241 | 55,241 | 18,209 CHF | 19,045 CHF | 100.00% | 100.00% |
09/07/2024 | 6.19% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 54,671 | 54,671 | 15,146 CHF | 15,976 CHF | 99.73% | 99.73% |
08/07/2024 | 12.09% | 0.28 CHF | 0.29 CHF | 122,000 | 122,000 | 53,734 | 53,734 | 11,320 CHF | 12,293 CHF | 100.00% | 100.00% |
05/07/2024 | 12.01% | 0.20 CHF | 0.21 CHF | 118,000 | 118,000 | 53,088 | 53,088 | 9,964 CHF | 10,931 CHF | 99.69% | 99.69% |
04/07/2024 | 12.71% | 0.18 CHF | 0.20 CHF | 48,000 | 48,000 | 38,292 | 38,292 | 7,180 CHF | 8,105 CHF | 99.81% | 99.81% |