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 | 13.77% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,557 CHF | 7,478 CHF | 96.38% | 96.38% |
12/07/2024 | 16.14% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 16,046 CHF | 6,286 CHF | 99.01% | 99.01% |
11/07/2024 | 18.23% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,033 CHF | 5,614 CHF | 99.09% | 99.09% |
10/07/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 11,771 CHF | 4,847 CHF | 100.00% | 100.00% |
09/07/2024 | 42.25% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 3,352 CHF | 2,887 CHF | 100.00% | 100.00% |
08/07/2024 | 26.35% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,066 CHF | 3,939 CHF | 99.38% | 99.38% |
05/07/2024 | 23.23% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,505 CHF | 4,418 CHF | 98.26% | 98.26% |
04/07/2024 | 51.12% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 68,437 | 53,687 | 1,970 CHF | 2,444 CHF | 99.37% | 99.37% |
03/07/2024 | 24.46% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,161 CHF | 4,328 CHF | 99.76% | 99.76% |
02/07/2024 | 23.86% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,460 CHF | 4,430 CHF | 100.00% | 100.00% |