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 | 19.52% | 0.05 CHF | 0.07 CHF | 443,921 | 50,000 | 395,639 | 50,000 | 23,449 CHF | 3,605 CHF | 94.83% | 94.83% |
12/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 389,518 | 50,000 | 389,391 | 50,000 | 27,235 CHF | 3,997 CHF | 99.01% | 99.01% |
11/07/2024 | 18.08% | 0.07 CHF | 0.08 CHF | 383,472 | 50,000 | 409,444 | 50,000 | 24,592 CHF | 3,606 CHF | 99.09% | 99.09% |
10/07/2024 | 18.54% | 0.05 CHF | 0.06 CHF | 499,245 | 50,000 | 488,774 | 50,000 | 24,358 CHF | 3,000 CHF | 97.71% | 97.71% |
09/07/2024 | 22.36% | 0.05 CHF | 0.06 CHF | 448,626 | 50,000 | 447,236 | 50,000 | 24,560 CHF | 3,427 CHF | 99.50% | 99.50% |
08/07/2024 | 17.50% | 0.05 CHF | 0.07 CHF | 436,797 | 50,000 | 408,504 | 49,818 | 23,932 CHF | 3,474 CHF | 99.46% | 99.46% |
05/07/2024 | 18.80% | 0.06 CHF | 0.07 CHF | 442,452 | 50,000 | 463,153 | 50,000 | 25,468 CHF | 3,330 CHF | 98.47% | 98.47% |
04/07/2024 | 25.11% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,413 CHF | 3,000 CHF | 100.00% | 100.00% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 485,038 | 50,000 | 485,038 | 50,000 | 24,252 CHF | 3,000 CHF | 99.73% | 99.73% |
02/07/2024 | 21.67% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 487,223 | 50,000 | 23,561 CHF | 3,000 CHF | 100.00% | 100.00% |