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 | 18.06% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,701 CHF | 1,535 CHF | 96.99% | 96.99% |
12/07/2024 | 18.72% | 0.05 CHF | 0.06 CHF | 476,307 | 25,000 | 494,426 | 25,000 | 24,378 CHF | 1,483 CHF | 98.27% | 98.27% |
11/07/2024 | 16.09% | 0.07 CHF | 0.08 CHF | 443,490 | 25,000 | 486,103 | 25,000 | 28,432 CHF | 1,722 CHF | 99.06% | 99.06% |
10/07/2024 | 18.81% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 496,332 | 25,000 | 24,038 CHF | 1,461 CHF | 93.92% | 93.92% |
09/07/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 451,355 | 25,000 | 453,890 | 25,000 | 33,735 CHF | 2,109 CHF | 92.36% | 92.36% |
08/07/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,050 CHF | 1,252 CHF | 100.00% | 100.00% |
05/07/2024 | 13.77% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 431,883 | 25,000 | 31,175 CHF | 2,115 CHF | 89.10% | 89.10% |
04/07/2024 | 15.92% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 494,216 | 25,000 | 29,670 CHF | 1,754 CHF | 98.54% | 98.54% |
03/07/2024 | 21.46% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,941 CHF | 1,297 CHF | 96.20% | 96.20% |
02/07/2024 | 15.17% | 0.07 CHF | 0.08 CHF | 458,458 | 25,000 | 484,229 | 25,000 | 30,961 CHF | 1,855 CHF | 56.89% | 56.89% |