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 | 13.22% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 203,966 | 35,349 CHF | 16,387 CHF | 82.97% | 82.97% |
12/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 197,859 | 35,000 CHF | 15,829 CHF | 95.33% | 95.33% |
11/07/2024 | 52.67% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 305,093 | 198,213 | 17,096 CHF | 16,611 CHF | 94.48% | 94.48% |
10/07/2024 | 60.33% | 0.04 CHF | 0.08 CHF | 250,000 | 250,000 | 199,896 | 199,896 | 9,504 CHF | 17,650 CHF | 95.34% | 95.34% |
09/07/2024 | 59.88% | 0.05 CHF | 0.09 CHF | 250,000 | 250,000 | 200,125 | 200,125 | 9,618 CHF | 17,927 CHF | 99.67% | 99.67% |
08/07/2024 | 59.70% | 0.05 CHF | 0.09 CHF | 250,000 | 250,000 | 200,133 | 200,133 | 10,625 CHF | 19,521 CHF | 99.66% | 99.66% |
05/07/2024 | 22.88% | 0.06 CHF | 0.10 CHF | 250,000 | 250,000 | 447,076 | 200,287 | 30,296 CHF | 16,791 CHF | 97.22% | 97.22% |
04/07/2024 | 53.21% | 0.05 CHF | 0.10 CHF | 250,000 | 250,000 | 250,240 | 198,770 | 14,663 CHF | 19,593 CHF | 86.76% | 86.76% |
03/07/2024 | 57.25% | 0.05 CHF | 0.10 CHF | 250,000 | 250,000 | 200,281 | 200,281 | 10,014 CHF | 18,052 CHF | 99.67% | 99.67% |
02/07/2024 | 64.79% | 0.05 CHF | 0.09 CHF | 250,000 | 250,000 | 200,132 | 200,116 | 8,974 CHF | 17,410 CHF | 98.04% | 98.04% |