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 | 13.78% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,916 CHF | 5,837 CHF | 99.70% | 99.70% |
12/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,250 CHF | 99.01% | 99.01% |
11/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,250 CHF | 99.09% | 99.09% |
10/07/2024 | 15.44% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,903 CHF | 5,236 CHF | 100.00% | 100.00% |
09/07/2024 | 16.35% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,278 CHF | 6,656 CHF | 100.00% | 100.00% |
08/07/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,971 CHF | 6,994 CHF | 100.00% | 100.00% |
05/07/2024 | 16.43% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,123 CHF | 6,625 CHF | 98.98% | 98.98% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 100.00% | 100.00% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 100.00% | 100.00% |
02/07/2024 | 18.77% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,271 CHF | 5,854 CHF | 100.00% | 100.00% |