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 | 19.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 489,718 | 49,065 | 24,502 CHF | 2,948 CHF | 97.50% | 97.50% |
12/07/2024 | 16.65% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,741 CHF | 3,274 CHF | 84.07% | 84.07% |
11/07/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,016 CHF | 3,002 CHF | 99.53% | 99.53% |
10/07/2024 | 19.66% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,166 CHF | 2,817 CHF | 99.54% | 99.54% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 99.57% | 99.57% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 99.47% | 99.47% |
05/07/2024 | 15.91% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,053 CHF | 3,405 CHF | 98.44% | 98.44% |
04/07/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,779 CHF | 3,478 CHF | 83.14% | 83.14% |
03/07/2024 | 17.64% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,975 CHF | 3,097 CHF | 95.88% | 95.88% |
02/07/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,882 CHF | 2,988 CHF | 93.50% | 93.50% |