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 | 8.76% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 501,755 | 167,252 | 54,656 CHF | 19,891 CHF | 99.16% | 99.16% |
12/07/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 54,571 CHF | 19,690 CHF | 99.17% | 99.17% |
11/07/2024 | 8.28% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 477,429 | 159,143 | 55,149 CHF | 19,975 CHF | 99.17% | 99.17% |
10/07/2024 | 8.39% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 476,077 | 158,692 | 54,359 CHF | 19,707 CHF | 99.16% | 99.16% |
09/07/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 521,674 | 173,891 | 56,136 CHF | 20,451 CHF | 99.17% | 99.17% |
08/07/2024 | 10.01% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 590,025 | 196,675 | 56,629 CHF | 20,843 CHF | 99.16% | 99.16% |
05/07/2024 | 12.89% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 630,638 | 210,213 | 46,014 CHF | 17,440 CHF | 98.83% | 98.83% |
04/07/2024 | 20.63% | 0.07 CHF | 0.08 CHF | 600,000 | 200,000 | 719,928 | 239,976 | 36,019 CHF | 14,406 CHF | 99.00% | 99.00% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.17% | 99.17% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |