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 | 16.66% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 867,637 | 289,212 | 47,994 CHF | 18,890 CHF | 99.17% | 99.17% |
12/07/2024 | 16.83% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 899,156 | 299,719 | 49,289 CHF | 19,427 CHF | 99.16% | 99.16% |
11/07/2024 | 17.80% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 891,712 | 297,237 | 45,737 CHF | 18,218 CHF | 99.17% | 99.17% |
10/07/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 36,568 CHF | 15,189 CHF | 99.16% | 99.16% |
09/07/2024 | 15.96% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 801,883 | 267,294 | 46,325 CHF | 18,115 CHF | 99.16% | 99.16% |
08/07/2024 | 14.44% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 780,354 | 260,118 | 50,441 CHF | 19,415 CHF | 99.15% | 99.15% |
05/07/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 816,606 | 272,202 | 52,503 CHF | 20,223 CHF | 99.14% | 99.14% |
04/07/2024 | 14.88% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 771,552 | 257,184 | 48,146 CHF | 18,621 CHF | 99.17% | 99.17% |
03/07/2024 | 15.92% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 858,443 | 286,148 | 49,775 CHF | 19,453 CHF | 99.15% | 99.15% |
02/07/2024 | 22.00% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 37,017 CHF | 15,339 CHF | 99.16% | 99.16% |