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 | 16.39% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 489,718 | 25,000 | 29,124 CHF | 1,745 CHF | 93.56% | 93.56% |
12/07/2024 | 11.58% | 0.09 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 40,772 CHF | 2,289 CHF | 100.00% | 100.00% |
11/07/2024 | 16.16% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 28,621 CHF | 1,681 CHF | 100.00% | 100.00% |
10/07/2024 | 21.09% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 21,401 CHF | 1,320 CHF | 100.00% | 100.00% |
09/07/2024 | 20.49% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 22,143 CHF | 1,357 CHF | 100.00% | 100.00% |
08/07/2024 | 15.36% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 30,623 CHF | 1,781 CHF | 100.00% | 100.00% |
05/07/2024 | 11.18% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 42,581 CHF | 2,379 CHF | 98.96% | 98.96% |
04/07/2024 | 35.69% | 0.08 CHF | 0.11 CHF | 25,000 | 25,000 | 79,658 | 25,000 | 6,229 CHF | 2,666 CHF | 99.05% | 99.05% |
03/07/2024 | 11.18% | 0.08 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 42,473 CHF | 2,374 CHF | 100.00% | 100.00% |
02/07/2024 | 14.45% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 32,280 CHF | 1,864 CHF | 100.00% | 100.00% |