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 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 30,000 CHF | 7,000 CHF | 98.16% | 98.16% |
12/07/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 33,727 CHF | 7,745 CHF | 98.49% | 98.49% |
11/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 30,000 CHF | 7,000 CHF | 99.09% | 99.09% |
10/07/2024 | 18.66% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,414 CHF | 5,883 CHF | 100.00% | 100.00% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 100.00% | 100.00% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 100.00% | 100.00% |
05/07/2024 | 16.86% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,359 CHF | 6,472 CHF | 98.88% | 98.88% |
04/07/2024 | 17.45% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 26,312 CHF | 6,262 CHF | 99.50% | 99.50% |
03/07/2024 | 18.08% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,177 CHF | 6,035 CHF | 99.79% | 99.79% |
02/07/2024 | 21.86% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,445 CHF | 5,089 CHF | 99.38% | 99.38% |