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 | 11.40% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 48,869 CHF | 10,948 CHF | 99.72% | 99.72% |
12/07/2024 | 16.16% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 42,693 CHF | 10,024 CHF | 82.25% | 82.25% |
11/07/2024 | 16.65% | 0.08 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 40,906 CHF | 9,675 CHF | 93.83% | 93.83% |
10/07/2024 | 13.41% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 43,154 CHF | 9,862 CHF | 93.06% | 93.06% |
09/07/2024 | 11.84% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 44,440 CHF | 10,000 CHF | 100.00% | 100.00% |
08/07/2024 | 13.56% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 45,258 CHF | 10,377 CHF | 93.06% | 93.06% |
05/07/2024 | 11.31% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 45,001 CHF | 10,083 CHF | 96.72% | 96.72% |
04/07/2024 | 13.11% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 460,919 | 95,658 | 41,492 CHF | 9,762 CHF | 100.00% | 100.00% |
03/07/2024 | 28.04% | 0.09 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,798 CHF | 6,361 CHF | 100.00% | 100.00% |
02/07/2024 | 25.90% | 0.11 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,553 CHF | 7,204 CHF | 100.00% | 100.00% |