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 | 12.04% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 22,516 CHF | 8,465 CHF | 96.56% | 96.56% |
12/07/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,941 CHF | 7,579 CHF | 99.01% | 99.01% |
11/07/2024 | 14.16% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,507 CHF | 7,109 CHF | 99.09% | 99.09% |
10/07/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 16,957 CHF | 6,574 CHF | 100.00% | 100.00% |
09/07/2024 | 29.27% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 103,432 | 60,686 | 5,243 CHF | 3,988 CHF | 100.00% | 100.00% |
08/07/2024 | 17.16% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,716 CHF | 5,826 CHF | 99.38% | 99.38% |
05/07/2024 | 15.87% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 15,905 CHF | 6,214 CHF | 98.26% | 98.26% |
04/07/2024 | 33.44% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 68,436 | 53,687 | 3,278 CHF | 3,466 CHF | 99.37% | 99.37% |
03/07/2024 | 17.62% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,739 CHF | 5,862 CHF | 100.00% | 100.00% |
02/07/2024 | 16.89% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 15,285 CHF | 6,034 CHF | 100.00% | 100.00% |