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 | 13.30% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 496,367 | 25,000 | 35,125 CHF | 2,021 CHF | 97.10% | 97.10% |
12/07/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 490,732 | 25,000 | 495,713 | 25,000 | 36,313 CHF | 2,082 CHF | 99.01% | 99.01% |
11/07/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 455,898 | 25,000 | 454,194 | 25,000 | 37,684 CHF | 2,324 CHF | 99.09% | 99.09% |
10/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 461,433 | 25,000 | 461,433 | 25,000 | 36,915 CHF | 2,250 CHF | 100.00% | 100.00% |
09/07/2024 | 11.04% | 0.08 CHF | 0.09 CHF | 476,258 | 25,000 | 460,509 | 25,000 | 39,506 CHF | 2,396 CHF | 100.00% | 100.00% |
08/07/2024 | 9.62% | 0.09 CHF | 0.10 CHF | 424,986 | 25,000 | 422,351 | 25,000 | 41,841 CHF | 2,727 CHF | 100.00% | 100.00% |
05/07/2024 | 9.57% | 0.10 CHF | 0.11 CHF | 401,322 | 25,000 | 139,255 | 25,000 | 13,889 CHF | 2,738 CHF | 54.97% | 61.81% |
04/07/2024 | 19.39% | 0.08 CHF | 0.09 CHF | 75,000 | 25,000 | 17,149 | 13,430 | 1,399 CHF | 1,322 CHF | 100.00% | 100.00% |
03/07/2024 | 18.64% | 0.09 CHF | 0.11 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,125 CHF | 1,356 CHF | 99.73% | 99.73% |
02/07/2024 | 20.10% | 0.08 CHF | 0.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 949 CHF | 1,160 CHF | 100.00% | 100.00% |