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 | 14.55% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 388,308 | 388,308 | 25,510 CHF | 29,413 CHF | 99.99% | 99.99% |
12/07/2024 | 12.20% | 0.08 CHF | 0.09 CHF | 880,000 | 880,000 | 361,415 | 361,415 | 28,400 CHF | 32,030 CHF | 99.90% | 99.90% |
11/07/2024 | 15.09% | 0.07 CHF | 0.08 CHF | 880,000 | 880,000 | 388,510 | 388,510 | 25,010 CHF | 28,912 CHF | 100.00% | 100.00% |
10/07/2024 | 17.45% | 0.06 CHF | 0.07 CHF | 880,000 | 880,000 | 388,593 | 388,593 | 21,466 CHF | 25,370 CHF | 100.00% | 100.00% |
09/07/2024 | 20.02% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 387,955 | 387,955 | 18,151 CHF | 22,054 CHF | 100.00% | 100.00% |
08/07/2024 | 21.18% | 0.04 CHF | 0.05 CHF | 880,000 | 880,000 | 388,230 | 388,230 | 16,678 CHF | 20,581 CHF | 100.00% | 100.00% |
05/07/2024 | 19.68% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,545 | 388,545 | 17,952 CHF | 21,858 CHF | 99.90% | 99.90% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 280,880 | 280,880 | 14,048 CHF | 16,857 CHF | 100.00% | 100.00% |
03/07/2024 | 19.69% | 0.05 CHF | 0.06 CHF | 880,000 | 880,000 | 388,483 | 388,483 | 18,842 CHF | 22,744 CHF | 100.00% | 100.00% |
02/07/2024 | 23.08% | 0.04 CHF | 0.05 CHF | 880,000 | 880,000 | 389,045 | 389,045 | 15,376 CHF | 19,284 CHF | 100.00% | 100.00% |