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 | 16.97% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 249,998 | 249,988 | 13,584 CHF | 16,084 CHF | 99.38% | 99.38% |
12/07/2024 | 13.81% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 250,000 | 249,980 | 16,915 CHF | 19,413 CHF | 99.38% | 99.38% |
11/07/2024 | 16.84% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 249,168 | 249,111 | 13,979 CHF | 16,467 CHF | 91.40% | 91.40% |
10/07/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 177,301 | 177,301 | 27,288 CHF | 29,061 CHF | 99.37% | 99.37% |
09/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 150,000 | 149,989 | 28,310 CHF | 29,807 CHF | 99.37% | 99.37% |
08/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 149,992 | 33,519 CHF | 35,017 CHF | 99.38% | 99.38% |
05/07/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 149,994 | 149,932 | 33,473 CHF | 34,959 CHF | 99.00% | 99.00% |
04/07/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 196,457 | 149,892 | 46,421 CHF | 36,602 CHF | 91.02% | 91.02% |
03/07/2024 | 6.93% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 587,549 | 195,790 | 82,241 CHF | 29,363 CHF | 99.38% | 99.38% |
02/07/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 713,754 | 237,918 | 70,791 CHF | 25,976 CHF | 99.38% | 99.38% |