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 | 19.84% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,945 CHF | 1,460 CHF | 87.81% | 87.81% |
12/07/2024 | 22.12% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 24,428 CHF | 1,522 CHF | 99.01% | 99.01% |
11/07/2024 | 27.12% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,093 CHF | 1,247 CHF | 99.08% | 99.08% |
10/07/2024 | 33.47% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,428 CHF | 1,150 CHF | 100.00% | 100.00% |
09/07/2024 | 23.49% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,039 CHF | 1,457 CHF | 100.00% | 100.00% |
08/07/2024 | 21.69% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,906 CHF | 1,483 CHF | 100.00% | 100.00% |
05/07/2024 | 28.14% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 21,428 CHF | 1,421 CHF | 98.81% | 98.81% |
04/07/2024 | 24.01% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 22,694 CHF | 1,440 CHF | 100.00% | 100.00% |
03/07/2024 | 23.43% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 22,388 CHF | 1,406 CHF | 99.73% | 99.73% |
02/07/2024 | 22.97% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,895 CHF | 1,252 CHF | 100.00% | 100.00% |