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 | 6.58% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 42,490 CHF | 15,123 CHF | 96.56% | 96.56% |
12/07/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 35,084 CHF | 12,638 CHF | 98.86% | 98.86% |
11/07/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 31,183 CHF | 11,330 CHF | 99.09% | 99.09% |
10/07/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 25,396 CHF | 9,387 CHF | 100.00% | 100.00% |
09/07/2024 | 20.71% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 7,547 CHF | 5,399 CHF | 100.00% | 100.00% |
08/07/2024 | 12.84% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 20,216 CHF | 7,663 CHF | 99.37% | 99.37% |
05/07/2024 | 11.36% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 22,955 CHF | 8,569 CHF | 98.26% | 98.26% |
04/07/2024 | 25.73% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 68,436 | 53,687 | 4,446 CHF | 4,368 CHF | 99.38% | 99.38% |
03/07/2024 | 11.34% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,198 CHF | 8,660 CHF | 100.00% | 100.00% |
02/07/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,906 CHF | 8,912 CHF | 99.96% | 99.96% |