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 | 25.63% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,318 CHF | 3,348 CHF | 89.89% | 89.89% |
12/07/2024 | 22.48% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,795 CHF | 3,719 CHF | 97.87% | 97.87% |
11/07/2024 | 28.15% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,431 CHF | 3,065 CHF | 91.55% | 91.55% |
10/07/2024 | 39.26% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,324 CHF | 2,299 CHF | 100.00% | 100.00% |
09/07/2024 | 24.89% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,897 CHF | 3,435 CHF | 99.46% | 99.46% |
08/07/2024 | 22.97% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,474 CHF | 3,671 CHF | 94.03% | 94.03% |
05/07/2024 | 25.49% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,425 CHF | 3,364 CHF | 95.74% | 95.74% |
04/07/2024 | 24.03% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 18,602 CHF | 3,540 CHF | 85.87% | 85.87% |
03/07/2024 | 27.10% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 16,383 CHF | 3,207 CHF | 90.40% | 90.40% |
02/07/2024 | 36.06% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,722 CHF | 2,508 CHF | 96.98% | 96.98% |