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 | 37.01% | 0.03 CHF | 0.04 CHF | 467,061 | 50,000 | 414,183 | 50,000 | 15,293 CHF | 2,700 CHF | 98.61% | 98.61% |
12/07/2024 | 41.08% | 0.03 CHF | 0.04 CHF | 496,315 | 50,000 | 460,930 | 50,000 | 14,151 CHF | 2,338 CHF | 99.38% | 99.38% |
11/07/2024 | 27.56% | 0.04 CHF | 0.05 CHF | 452,529 | 50,000 | 385,833 | 50,000 | 17,231 CHF | 2,971 CHF | 99.16% | 99.16% |
10/07/2024 | 16.26% | 0.07 CHF | 0.08 CHF | 302,428 | 50,000 | 279,523 | 50,000 | 20,139 CHF | 4,253 CHF | 100.00% | 100.00% |
09/07/2024 | 13.85% | 0.07 CHF | 0.09 CHF | 272,946 | 50,000 | 260,095 | 50,000 | 21,378 CHF | 4,724 CHF | 100.00% | 100.00% |
08/07/2024 | 14.54% | 0.08 CHF | 0.09 CHF | 277,401 | 50,000 | 262,814 | 50,000 | 21,385 CHF | 4,721 CHF | 100.00% | 100.00% |
05/07/2024 | 18.93% | 0.07 CHF | 0.08 CHF | 286,349 | 50,000 | 288,292 | 50,000 | 20,607 CHF | 4,327 CHF | 99.62% | 99.62% |
04/07/2024 | 15.81% | 0.08 CHF | 0.09 CHF | 283,838 | 50,000 | 274,030 | 50,000 | 21,829 CHF | 4,673 CHF | 100.00% | 100.00% |
03/07/2024 | 22.98% | 0.07 CHF | 0.08 CHF | 317,490 | 50,000 | 359,066 | 50,000 | 19,833 CHF | 3,507 CHF | 99.73% | 99.73% |
02/07/2024 | 34.70% | 0.04 CHF | 0.05 CHF | 496,774 | 50,000 | 498,922 | 50,000 | 15,263 CHF | 2,178 CHF | 100.00% | 100.00% |