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 | 44.80% | 0.05 CHF | 0.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,160 CHF | 1,808 CHF | 62.97% | 62.97% |
12/07/2024 | 18.92% | 0.09 CHF | 0.11 CHF | 258,401 | 50,000 | 288,762 | 50,000 | 23,173 CHF | 4,861 CHF | 97.56% | 97.56% |
11/07/2024 | 18.98% | 0.08 CHF | 0.10 CHF | 279,820 | 50,000 | 295,169 | 50,000 | 23,108 CHF | 4,738 CHF | 98.82% | 98.82% |
10/07/2024 | 20.47% | 0.08 CHF | 0.10 CHF | 299,449 | 50,000 | 306,251 | 50,000 | 23,061 CHF | 4,622 CHF | 93.70% | 93.70% |
09/07/2024 | 17.08% | 0.07 CHF | 0.09 CHF | 328,145 | 50,000 | 287,240 | 50,000 | 23,733 CHF | 4,939 CHF | 97.81% | 97.81% |
08/07/2024 | 15.02% | 0.10 CHF | 0.12 CHF | 244,926 | 50,000 | 235,073 | 50,000 | 26,572 CHF | 6,577 CHF | 99.79% | 99.79% |
05/07/2024 | 13.66% | 0.12 CHF | 0.14 CHF | 233,828 | 50,000 | 239,984 | 50,000 | 26,836 CHF | 6,415 CHF | 98.87% | 98.87% |
04/07/2024 | 15.87% | 0.10 CHF | 0.12 CHF | 249,612 | 50,000 | 271,190 | 50,000 | 24,913 CHF | 5,414 CHF | 99.72% | 99.72% |
03/07/2024 | 24.74% | 0.05 CHF | 0.07 CHF | 382,754 | 50,000 | 381,478 | 50,000 | 20,531 CHF | 3,459 CHF | 99.31% | 99.31% |
02/07/2024 | 31.24% | 0.05 CHF | 0.07 CHF | 382,696 | 50,000 | 439,163 | 50,000 | 19,976 CHF | 3,128 CHF | 98.86% | 98.86% |