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 | 29.73% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 489,922 | 24,544 | 14,697 CHF | 982 CHF | 99.99% | 99.99% |
12/07/2024 | 27.09% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,168 CHF | 1,058 CHF | 100.00% | 100.00% |
11/07/2024 | 28.46% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,091 CHF | 1,005 CHF | 35.04% | 35.04% |
10/07/2024 | 26.48% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,647 CHF | 1,082 CHF | 99.99% | 99.99% |
09/07/2024 | 25.13% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,709 CHF | 1,135 CHF | 100.00% | 100.00% |
08/07/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 19,983 CHF | 1,249 CHF | 100.00% | 100.00% |
05/07/2024 | 16.88% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 27,340 CHF | 1,617 CHF | 82.52% | 82.52% |
04/07/2024 | 14.42% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 32,524 CHF | 1,876 CHF | 65.87% | 65.87% |
03/07/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,801 CHF | 1,540 CHF | 99.99% | 99.99% |
02/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 30,361 CHF | 1,768 CHF | 99.99% | 99.99% |