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 | 27.47% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 499,999 | 75,000 | 26,291 CHF | 5,189 CHF | 99.71% | 99.71% |
12/07/2024 | 25.48% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,253 CHF | 5,084 CHF | 98.15% | 98.15% |
11/07/2024 | 17.71% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,296 CHF | 5,240 CHF | 98.54% | 98.54% |
10/07/2024 | 33.53% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 447,269 | 94,141 | 19,271 CHF | 5,455 CHF | 100.00% | 100.00% |
09/07/2024 | 29.79% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,962 CHF | 5,907 CHF | 100.00% | 100.00% |
08/07/2024 | 21.23% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,655 CHF | 4,767 CHF | 100.00% | 100.00% |
05/07/2024 | 18.10% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,642 CHF | 5,332 CHF | 98.89% | 98.89% |
04/07/2024 | 15.68% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,000 CHF | 5,267 CHF | 100.00% | 100.00% |
03/07/2024 | 18.71% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,974 CHF | 6,976 CHF | 100.00% | 100.00% |
02/07/2024 | 26.86% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,428 CHF | 5,612 CHF | 100.00% | 100.00% |