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 | 14.67% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 489,922 | 24,544 | 32,362 CHF | 1,867 CHF | 99.98% | 99.98% |
12/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 36,009 CHF | 2,050 CHF | 99.99% | 99.99% |
11/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,062 CHF | 2,003 CHF | 35.04% | 35.04% |
10/07/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,564 CHF | 2,028 CHF | 100.00% | 100.00% |
09/07/2024 | 13.13% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,649 CHF | 2,032 CHF | 100.00% | 100.00% |
08/07/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 39,909 CHF | 2,245 CHF | 100.00% | 100.00% |
05/07/2024 | 8.89% | 0.09 CHF | 0.10 CHF | 500,000 | 25,000 | 464,740 | 25,000 | 50,037 CHF | 2,952 CHF | 82.53% | 82.53% |
04/07/2024 | 8.02% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 421,686 | 25,000 | 50,472 CHF | 3,254 CHF | 95.13% | 95.13% |
03/07/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500,000 | 25,000 | 492,391 | 25,000 | 49,753 CHF | 2,781 CHF | 100.00% | 100.00% |
02/07/2024 | 8.32% | 0.11 CHF | 0.12 CHF | 460,000 | 25,000 | 437,786 | 25,000 | 50,436 CHF | 3,149 CHF | 100.00% | 100.00% |