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 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,005 CHF | 8,001 CHF | 98.16% | 98.16% |
12/07/2024 | 11.87% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 452,961 | 100,000 | 36,035 CHF | 8,933 CHF | 98.41% | 98.41% |
11/07/2024 | 13.29% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,113 CHF | 8,038 CHF | 99.08% | 99.08% |
10/07/2024 | 16.71% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 16,581 CHF | 6,527 CHF | 100.00% | 100.00% |
09/07/2024 | 20.61% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,197 CHF | 5,399 CHF | 100.00% | 100.00% |
08/07/2024 | 16.51% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 16,796 CHF | 6,599 CHF | 100.00% | 100.00% |
05/07/2024 | 14.33% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,546 CHF | 7,515 CHF | 98.88% | 98.88% |
04/07/2024 | 15.13% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,367 CHF | 7,122 CHF | 99.50% | 99.50% |
03/07/2024 | 15.99% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 17,390 CHF | 6,797 CHF | 99.79% | 99.79% |
02/07/2024 | 18.27% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 373,510 | 99,947 | 18,592 CHF | 5,974 CHF | 99.16% | 99.16% |