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 | 21.32% | 0.03 CHF | 0.04 CHF | 437,603 | 25,000 | 379,258 | 25,000 | 16,037 CHF | 1,311 CHF | 92.67% | 92.67% |
12/07/2024 | 23.82% | 0.04 CHF | 0.05 CHF | 490,606 | 25,000 | 461,498 | 25,000 | 17,327 CHF | 1,187 CHF | 98.45% | 98.45% |
11/07/2024 | 20.89% | 0.05 CHF | 0.06 CHF | 419,726 | 25,000 | 436,951 | 25,000 | 18,877 CHF | 1,333 CHF | 99.08% | 99.08% |
10/07/2024 | 23.16% | 0.04 CHF | 0.05 CHF | 461,313 | 25,000 | 453,291 | 25,000 | 17,452 CHF | 1,213 CHF | 99.85% | 99.85% |
09/07/2024 | 20.50% | 0.04 CHF | 0.05 CHF | 391,304 | 25,000 | 420,660 | 25,000 | 18,815 CHF | 1,359 CHF | 92.36% | 92.36% |
08/07/2024 | 26.70% | 0.03 CHF | 0.04 CHF | 466,058 | 25,000 | 452,371 | 25,000 | 14,822 CHF | 1,074 CHF | 100.00% | 100.00% |
05/07/2024 | 17.28% | 0.04 CHF | 0.05 CHF | 385,638 | 25,000 | 421,202 | 25,000 | 23,061 CHF | 1,612 CHF | 89.12% | 89.12% |
04/07/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 386,581 | 25,000 | 378,747 | 25,000 | 15,293 CHF | 1,260 CHF | 100.00% | 100.00% |
03/07/2024 | 24.91% | 0.05 CHF | 0.06 CHF | 341,064 | 25,000 | 440,762 | 25,000 | 15,836 CHF | 1,165 CHF | 99.73% | 99.73% |
02/07/2024 | 19.16% | 0.05 CHF | 0.06 CHF | 408,939 | 25,000 | 421,759 | 25,000 | 20,145 CHF | 1,442 CHF | 78.76% | 78.76% |