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 | 15.18% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,876 CHF | 4,514 CHF | 99.62% | 99.62% |
12/07/2024 | 12.63% | 0.17 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,171 CHF | 4,734 CHF | 98.69% | 98.69% |
11/07/2024 | 13.69% | 0.17 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,945 CHF | 4,524 CHF | 99.08% | 99.08% |
10/07/2024 | 14.23% | 0.17 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,069 CHF | 4,692 CHF | 100.00% | 100.00% |
09/07/2024 | 15.52% | 0.16 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,934 CHF | 4,595 CHF | 100.00% | 100.00% |
08/07/2024 | 14.61% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,614 CHF | 4,180 CHF | 99.98% | 99.98% |
05/07/2024 | 17.72% | 0.14 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,174 CHF | 3,790 CHF | 95.40% | 95.40% |
04/07/2024 | 21.58% | 0.13 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,756 CHF | 3,401 CHF | 97.88% | 97.88% |
03/07/2024 | 30.86% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,418 CHF | 100.00% | 100.00% |
02/07/2024 | 27.45% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 22,292 CHF | 2,933 CHF | 100.00% | 100.00% |