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 | 12.83% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 479,695 | 100,000 | 50,305 CHF | 11,938 CHF | 99.72% | 99.72% |
12/07/2024 | 14.56% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 47,007 CHF | 10,870 CHF | 82.26% | 82.26% |
11/07/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 45,821 CHF | 10,240 CHF | 93.84% | 93.84% |
10/07/2024 | 12.95% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 46,695 CHF | 10,631 CHF | 93.06% | 93.06% |
09/07/2024 | 13.92% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 47,082 CHF | 10,819 CHF | 100.00% | 100.00% |
08/07/2024 | 10.56% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 49,801 CHF | 11,071 CHF | 93.06% | 93.06% |
05/07/2024 | 9.52% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 499,989 | 100,000 | 50,000 CHF | 11,000 CHF | 96.72% | 96.72% |
04/07/2024 | 10.99% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 460,919 | 95,658 | 46,092 CHF | 10,613 CHF | 100.00% | 100.00% |
03/07/2024 | 27.51% | 0.10 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,195 CHF | 6,853 CHF | 100.00% | 100.00% |
02/07/2024 | 22.81% | 0.12 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,044 CHF | 7,599 CHF | 100.00% | 100.00% |