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 | 28.57% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 4,000 CHF | 99.73% | 99.73% |
12/07/2024 | 28.57% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 4,000 CHF | 99.01% | 99.01% |
11/07/2024 | 32.11% | 0.06 CHF | 0.08 CHF | 497,798 | 50,000 | 498,209 | 50,000 | 29,893 CHF | 4,155 CHF | 99.08% | 99.08% |
10/07/2024 | 26.09% | 0.06 CHF | 0.08 CHF | 488,722 | 50,000 | 496,319 | 50,000 | 33,256 CHF | 4,348 CHF | 63.83% | 63.83% |
09/07/2024 | 28.76% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 498,920 | 50,000 | 29,880 CHF | 4,000 CHF | 100.00% | 100.00% |
08/07/2024 | 26.16% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 475,549 | 50,000 | 31,914 CHF | 4,370 CHF | 100.00% | 100.00% |
05/07/2024 | 22.85% | 0.07 CHF | 0.09 CHF | 451,184 | 50,000 | 459,795 | 50,000 | 35,753 CHF | 4,888 CHF | 98.86% | 98.86% |
04/07/2024 | 30.24% | 0.07 CHF | 0.09 CHF | 500,000 | 50,000 | 473,300 | 50,000 | 32,063 CHF | 4,600 CHF | 100.00% | 100.00% |
03/07/2024 | 28.44% | 0.08 CHF | 0.10 CHF | 452,879 | 50,000 | 497,160 | 50,000 | 30,098 CHF | 4,030 CHF | 99.82% | 99.82% |
02/07/2024 | 34.49% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 22,964 CHF | 3,245 CHF | 100.00% | 100.00% |