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 | 16.77% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 1,580,980 | 1,580,980 | 88,996 CHF | 104,839 CHF | 99.97% | 99.97% |
12/07/2024 | 15.89% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 1,603,930 | 1,603,930 | 93,369 CHF | 109,440 CHF | 100.00% | 100.00% |
11/07/2024 | 17.01% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 1,632,660 | 1,632,660 | 90,528 CHF | 106,964 CHF | 99.99% | 99.99% |
10/07/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 1,481,730 | 1,481,730 | 90,530 CHF | 105,400 CHF | 100.00% | 100.00% |
09/07/2024 | 15.14% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 1,511,790 | 1,511,790 | 95,735 CHF | 110,898 CHF | 99.74% | 99.74% |
08/07/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 1,373,130 | 1,373,130 | 96,493 CHF | 110,251 CHF | 100.00% | 100.00% |
05/07/2024 | 10.92% | 0.08 CHF | 0.09 CHF | 2,574,000 | 2,574,000 | 1,153,930 | 1,153,930 | 98,447 CHF | 110,024 CHF | 99.38% | 99.38% |
04/07/2024 | 10.28% | 0.10 CHF | 0.11 CHF | 942,500 | 942,500 | 800,573 | 800,573 | 73,804 CHF | 81,810 CHF | 97.60% | 97.60% |
03/07/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 2,728,300 | 2,728,300 | 1,184,910 | 1,184,910 | 111,138 CHF | 123,005 CHF | 99.03% | 99.03% |
02/07/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 2,244,500 | 2,244,500 | 976,694 | 976,694 | 109,603 CHF | 119,386 CHF | 100.00% | 100.00% |