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 | 25.23% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 255,585 | 55,183 | 13,982 CHF | 3,697 CHF | 95.95% | 95.95% |
12/07/2024 | 34.97% | 0.05 CHF | 0.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 1,657 CHF | 2,351 CHF | 99.01% | 99.01% |
11/07/2024 | 18.02% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,288 CHF | 4,543 CHF | 98.25% | 98.25% |
10/07/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,883 CHF | 4,482 CHF | 100.00% | 100.00% |
09/07/2024 | 18.99% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 23,997 CHF | 4,349 CHF | 94.27% | 94.27% |
08/07/2024 | 21.11% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,381 CHF | 3,957 CHF | 99.89% | 99.89% |
05/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,993 CHF | 4,499 CHF | 98.86% | 98.86% |
04/07/2024 | 22.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,052 CHF | 3,758 CHF | 97.51% | 97.51% |
03/07/2024 | 26.92% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 16,302 CHF | 3,195 CHF | 99.46% | 99.46% |
02/07/2024 | 29.97% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,386 CHF | 2,908 CHF | 99.69% | 99.69% |