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 | 31.30% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 18,318 CHF | 3,755 CHF | 98.73% | 98.73% |
12/07/2024 | 56.99% | 0.04 CHF | 0.06 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 1,219 CHF | 2,167 CHF | 99.38% | 99.38% |
11/07/2024 | 32.88% | 0.05 CHF | 0.08 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 2,506 CHF | 3,473 CHF | 75.02% | 75.02% |
10/07/2024 | 7.01% | 0.25 CHF | 0.26 CHF | 190,525 | 75,000 | 200,783 | 75,000 | 45,069 CHF | 18,074 CHF | 100.00% | 100.00% |
09/07/2024 | 6.26% | 0.22 CHF | 0.24 CHF | 204,111 | 75,000 | 208,111 | 75,000 | 44,168 CHF | 16,950 CHF | 100.00% | 100.00% |
08/07/2024 | 7.54% | 0.18 CHF | 0.19 CHF | 228,482 | 75,000 | 218,360 | 75,000 | 42,458 CHF | 15,735 CHF | 100.00% | 100.00% |
05/07/2024 | 7.92% | 0.17 CHF | 0.19 CHF | 234,989 | 75,000 | 233,306 | 75,000 | 41,356 CHF | 14,395 CHF | 99.62% | 99.62% |
04/07/2024 | 6.35% | 0.18 CHF | 0.19 CHF | 234,503 | 75,000 | 232,226 | 75,000 | 42,293 CHF | 14,563 CHF | 100.00% | 100.00% |
03/07/2024 | 7.21% | 0.18 CHF | 0.20 CHF | 234,588 | 75,000 | 244,368 | 75,000 | 41,474 CHF | 13,685 CHF | 99.73% | 99.73% |
02/07/2024 | 10.56% | 0.16 CHF | 0.18 CHF | 247,595 | 75,000 | 269,828 | 75,000 | 39,029 CHF | 12,078 CHF | 100.00% | 100.00% |