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 | 17.21% | 0.04 CHF | 0.05 CHF | 499,896 | 25,000 | 441,574 | 25,000 | 23,612 CHF | 1,587 CHF | 97.00% | 97.00% |
12/07/2024 | 18.69% | 0.05 CHF | 0.06 CHF | 432,695 | 25,000 | 476,021 | 25,000 | 23,364 CHF | 1,483 CHF | 98.29% | 98.29% |
11/07/2024 | 17.03% | 0.07 CHF | 0.08 CHF | 414,516 | 25,000 | 476,110 | 25,000 | 25,833 CHF | 1,621 CHF | 99.07% | 99.07% |
10/07/2024 | 18.81% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 494,813 | 25,000 | 23,957 CHF | 1,461 CHF | 93.92% | 93.92% |
09/07/2024 | 14.56% | 0.06 CHF | 0.07 CHF | 420,651 | 25,000 | 421,914 | 25,000 | 27,067 CHF | 1,855 CHF | 92.36% | 92.36% |
08/07/2024 | 21.88% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 499,000 | 25,000 | 20,385 CHF | 1,271 CHF | 100.00% | 100.00% |
05/07/2024 | 13.05% | 0.05 CHF | 0.06 CHF | 452,762 | 25,000 | 389,191 | 25,000 | 28,861 CHF | 2,166 CHF | 89.11% | 89.11% |
04/07/2024 | 14.60% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 448,718 | 25,000 | 28,662 CHF | 1,857 CHF | 96.89% | 96.89% |
03/07/2024 | 21.49% | 0.05 CHF | 0.06 CHF | 445,305 | 25,000 | 488,467 | 25,000 | 20,380 CHF | 1,298 CHF | 96.19% | 96.19% |
02/07/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 470,275 | 25,000 | 478,964 | 25,000 | 23,912 CHF | 1,501 CHF | 56.89% | 56.89% |