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 | 19.31% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 247,079 | 136,770 | 14,483 CHF | 9,741 CHF | 89.91% | 89.91% |
12/07/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 39,531 CHF | 17,812 CHF | 98.91% | 98.91% |
11/07/2024 | 12.11% | 0.08 CHF | 0.09 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 38,901 CHF | 17,560 CHF | 94.28% | 94.28% |
10/07/2024 | 15.26% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 30,303 CHF | 14,121 CHF | 90.36% | 90.36% |
09/07/2024 | 13.91% | 0.06 CHF | 0.07 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 33,588 CHF | 15,435 CHF | 100.00% | 100.00% |
08/07/2024 | 14.19% | 0.06 CHF | 0.07 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 32,914 CHF | 15,166 CHF | 100.00% | 100.00% |
05/07/2024 | 12.10% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 38,946 CHF | 17,579 CHF | 98.86% | 98.86% |
04/07/2024 | 12.60% | 0.08 CHF | 0.09 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 37,339 CHF | 16,936 CHF | 98.11% | 98.11% |
03/07/2024 | 11.93% | 0.08 CHF | 0.09 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 39,466 CHF | 17,787 CHF | 99.82% | 99.82% |
02/07/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 39,840 CHF | 17,936 CHF | 100.00% | 100.00% |