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 | 14.07% | 0.07 CHF | 0.08 CHF | 380,000 | 380,000 | 189,741 | 189,741 | 12,841 CHF | 14,746 CHF | 99.06% | 99.06% |
12/07/2024 | 17.83% | 0.06 CHF | 0.07 CHF | 380,000 | 380,000 | 190,727 | 190,727 | 10,478 CHF | 12,394 CHF | 100.00% | 100.00% |
11/07/2024 | 14.12% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 190,784 | 190,784 | 12,717 CHF | 14,642 CHF | 100.00% | 100.00% |
10/07/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 380,000 | 380,000 | 188,665 | 188,665 | 13,288 CHF | 15,187 CHF | 100.00% | 100.00% |
09/07/2024 | 12.59% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 192,929 | 192,929 | 14,306 CHF | 16,246 CHF | 98.82% | 98.82% |
08/07/2024 | 20.13% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 192,766 | 192,766 | 9,651 CHF | 11,610 CHF | 100.00% | 100.00% |
05/07/2024 | 30.42% | 0.04 CHF | 0.05 CHF | 420,000 | 420,000 | 206,055 | 206,055 | 6,004 CHF | 8,071 CHF | 98.97% | 98.97% |
04/07/2024 | 30.30% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 4,200 CHF | 5,700 CHF | 99.44% | 99.44% |
03/07/2024 | 31.03% | 0.03 CHF | 0.04 CHF | 420,000 | 420,000 | 205,630 | 205,630 | 5,735 CHF | 7,799 CHF | 99.64% | 99.64% |
02/07/2024 | 31.78% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 215,751 | 215,751 | 5,867 CHF | 8,033 CHF | 100.00% | 100.00% |