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 | 19.15% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 23,799 CHF | 5,760 CHF | 98.16% | 98.16% |
12/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 98.41% | 98.41% |
11/07/2024 | 20.38% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,275 CHF | 5,455 CHF | 99.08% | 99.08% |
10/07/2024 | 25.65% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 17,297 CHF | 4,459 CHF | 100.00% | 100.00% |
09/07/2024 | 30.97% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 13,951 CHF | 3,790 CHF | 100.00% | 100.00% |
08/07/2024 | 25.92% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 17,086 CHF | 4,417 CHF | 100.00% | 100.00% |
05/07/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,123 CHF | 5,025 CHF | 98.88% | 98.88% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 99.49% | 99.49% |
03/07/2024 | 23.77% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,783 CHF | 4,757 CHF | 99.79% | 99.79% |
02/07/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,023 CHF | 4,005 CHF | 99.38% | 99.38% |