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 | 15.19% | 0.06 CHF | 0.07 CHF | 456,799 | 50,000 | 453,369 | 50,000 | 29,076 CHF | 3,733 CHF | 99.73% | 99.73% |
12/07/2024 | 15.90% | 0.07 CHF | 0.08 CHF | 460,268 | 50,000 | 495,967 | 50,000 | 29,890 CHF | 3,536 CHF | 99.01% | 99.01% |
11/07/2024 | 17.36% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,668 CHF | 3,170 CHF | 99.09% | 99.09% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 100.00% | 100.00% |
09/07/2024 | 16.87% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 479,065 | 50,000 | 28,227 CHF | 3,496 CHF | 100.00% | 100.00% |
08/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 492,350 | 50,000 | 492,350 | 50,000 | 29,541 CHF | 3,500 CHF | 100.00% | 100.00% |
05/07/2024 | 15.97% | 0.06 CHF | 0.07 CHF | 465,510 | 50,000 | 477,896 | 50,000 | 29,927 CHF | 3,677 CHF | 98.86% | 98.86% |
04/07/2024 | 18.55% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,633 CHF | 3,087 CHF | 100.00% | 100.00% |
03/07/2024 | 21.52% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,426 CHF | 2,655 CHF | 99.82% | 99.82% |
02/07/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 19,682 CHF | 2,468 CHF | 100.00% | 100.00% |