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 | 37.92% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 16,364 CHF | 7,955 CHF | 99.17% | 99.17% |
12/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 35,826 CHF | 14,442 CHF | 99.17% | 99.17% |
11/07/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,363 CHF | 30,788 CHF | 99.17% | 99.17% |
10/07/2024 | 6.56% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,135 CHF | 31,712 CHF | 99.16% | 99.16% |
09/07/2024 | 5.60% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 575,367 | 191,789 | 99,867 CHF | 35,207 CHF | 99.17% | 99.17% |
08/07/2024 | 7.42% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 78,112 CHF | 28,037 CHF | 99.15% | 99.15% |
05/07/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 747,445 | 249,148 | 82,071 CHF | 29,849 CHF | 99.16% | 99.16% |
04/07/2024 | 11.65% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,847 CHF | 22,782 CHF | 99.17% | 99.17% |
03/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,533 CHF | 20,011 CHF | 99.17% | 99.17% |
02/07/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,799 CHF | 19,433 CHF | 99.16% | 99.16% |