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 | 30.07% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 482,383 | 50,000 | 20,324 CHF | 2,853 CHF | 98.73% | 98.73% |
12/07/2024 | 38.64% | 0.04 CHF | 0.06 CHF | 476,049 | 50,000 | 497,446 | 50,000 | 20,181 CHF | 2,998 CHF | 99.38% | 99.38% |
11/07/2024 | 27.75% | 0.04 CHF | 0.06 CHF | 473,649 | 50,000 | 495,846 | 50,000 | 19,911 CHF | 2,665 CHF | 99.15% | 99.15% |
10/07/2024 | 36.11% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 487,796 | 50,000 | 19,512 CHF | 2,890 CHF | 100.00% | 100.00% |
09/07/2024 | 31.13% | 0.04 CHF | 0.06 CHF | 485,768 | 50,000 | 488,291 | 50,000 | 21,502 CHF | 3,000 CHF | 100.00% | 100.00% |
08/07/2024 | 38.36% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,954 CHF | 100.00% | 100.00% |
05/07/2024 | 29.52% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 18,687 CHF | 2,500 CHF | 99.62% | 99.62% |
04/07/2024 | 25.33% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 499,988 | 50,000 | 21,197 CHF | 2,735 CHF | 100.00% | 100.00% |
03/07/2024 | 37.34% | 0.04 CHF | 0.06 CHF | 499,010 | 50,000 | 494,629 | 50,000 | 20,395 CHF | 3,000 CHF | 99.73% | 99.73% |
02/07/2024 | 38.50% | 0.04 CHF | 0.06 CHF | 499,407 | 50,000 | 499,545 | 50,000 | 20,310 CHF | 2,999 CHF | 100.00% | 100.00% |