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 | 22.98% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,789 CHF | 3,620 CHF | 97.10% | 97.10% |
12/07/2024 | 25.34% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,688 CHF | 3,436 CHF | 94.50% | 94.50% |
11/07/2024 | 20.73% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,486 CHF | 3,499 CHF | 98.99% | 98.99% |
10/07/2024 | 22.99% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,682 CHF | 3,113 CHF | 100.00% | 100.00% |
09/07/2024 | 23.06% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,697 CHF | 3,362 CHF | 100.00% | 100.00% |
08/07/2024 | 19.22% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 33,597 CHF | 4,067 CHF | 100.00% | 100.00% |
05/07/2024 | 18.48% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 35,320 CHF | 4,248 CHF | 98.87% | 98.87% |
04/07/2024 | 13.81% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 47,881 CHF | 5,496 CHF | 100.00% | 100.00% |
03/07/2024 | 14.60% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 42,647 CHF | 4,934 CHF | 99.73% | 99.73% |
02/07/2024 | 13.89% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 40,369 CHF | 4,637 CHF | 100.00% | 100.00% |