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 | 11.43% | 0.19 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,341 CHF | 5,986 CHF | 99.62% | 99.62% |
12/07/2024 | 10.51% | 0.24 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,756 CHF | 6,395 CHF | 98.69% | 98.69% |
11/07/2024 | 11.30% | 0.23 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,353 CHF | 5,993 CHF | 99.08% | 99.08% |
10/07/2024 | 10.01% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,582 CHF | 6,165 CHF | 99.27% | 99.27% |
09/07/2024 | 10.43% | 0.22 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,342 CHF | 5,929 CHF | 100.00% | 100.00% |
08/07/2024 | 12.26% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,761 CHF | 5,377 CHF | 99.98% | 99.98% |
05/07/2024 | 14.89% | 0.18 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,934 CHF | 4,564 CHF | 95.18% | 95.18% |
04/07/2024 | 20.22% | 0.15 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,002 CHF | 3,627 CHF | 97.87% | 97.87% |
03/07/2024 | 41.68% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,881 CHF | 2,420 CHF | 100.00% | 100.00% |
02/07/2024 | 37.96% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,238 CHF | 2,230 CHF | 97.96% | 97.96% |