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 | 17.62% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,996 CHF | 3,100 CHF | 98.73% | 98.73% |
12/07/2024 | 18.27% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,057 CHF | 3,006 CHF | 99.38% | 99.38% |
11/07/2024 | 21.36% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,064 CHF | 3,910 CHF | 99.16% | 99.16% |
10/07/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,719 CHF | 3,708 CHF | 100.00% | 100.00% |
09/07/2024 | 20.65% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,943 CHF | 4,041 CHF | 100.00% | 100.00% |
08/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,994 CHF | 2,999 CHF | 100.00% | 100.00% |
05/07/2024 | 15.87% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,129 CHF | 3,413 CHF | 99.62% | 99.62% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 100.00% | 100.00% |
03/07/2024 | 19.86% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,919 CHF | 4,188 CHF | 99.73% | 99.73% |
02/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 100.00% | 100.00% |