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 | 14.24% | 0.06 CHF | 0.07 CHF | 470,446 | 50,000 | 465,622 | 50,000 | 30,506 CHF | 3,778 CHF | 99.72% | 99.72% |
12/07/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 468,120 | 50,000 | 470,247 | 50,000 | 32,595 CHF | 3,966 CHF | 99.01% | 99.01% |
11/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 425,179 | 50,000 | 427,586 | 50,000 | 30,701 CHF | 4,088 CHF | 99.08% | 99.08% |
10/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 481,959 | 50,000 | 487,997 | 50,000 | 31,945 CHF | 3,776 CHF | 100.00% | 100.00% |
09/07/2024 | 15.47% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 485,696 | 50,000 | 28,996 CHF | 3,485 CHF | 100.00% | 100.00% |
08/07/2024 | 14.20% | 0.06 CHF | 0.07 CHF | 474,139 | 50,000 | 494,662 | 50,000 | 32,519 CHF | 3,789 CHF | 100.00% | 100.00% |
05/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 3,500 CHF | 98.86% | 98.86% |
04/07/2024 | 15.80% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,264 CHF | 3,426 CHF | 100.00% | 100.00% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 99.82% | 99.82% |
02/07/2024 | 18.14% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,066 CHF | 3,007 CHF | 100.00% | 100.00% |