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 | 13.32% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 63,057 CHF | 24,019 CHF | 99.56% | 99.56% |
12/07/2024 | 13.44% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 905,714 | 305,714 | 63,139 CHF | 24,332 CHF | 97.76% | 97.76% |
11/07/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,372 | 399,372 | 55,509 CHF | 26,175 CHF | 99.43% | 99.43% |
10/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 49,706 CHF | 23,883 CHF | 94.58% | 94.58% |
09/07/2024 | 15.81% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,584 | 399,584 | 58,453 CHF | 27,362 CHF | 99.14% | 99.14% |
08/07/2024 | 13.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 916,440 | 316,440 | 61,851 CHF | 24,427 CHF | 98.87% | 98.87% |
05/07/2024 | 14.00% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 916,679 | 316,679 | 61,070 CHF | 24,191 CHF | 99.53% | 99.53% |
04/07/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 62,881 CHF | 23,960 CHF | 99.58% | 99.58% |
03/07/2024 | 14.94% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 903,821 | 303,821 | 56,194 CHF | 21,922 CHF | 99.51% | 99.51% |
02/07/2024 | 14.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 908,406 | 308,406 | 59,917 CHF | 23,393 CHF | 99.58% | 99.58% |