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 | 18.89% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 24,131 CHF | 1,457 CHF | 97.09% | 97.09% |
12/07/2024 | 21.63% | 0.07 CHF | 0.09 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 837 CHF | 1,035 CHF | 93.59% | 93.59% |
11/07/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 390,000 | 25,000 | 391,581 | 25,000 | 50,026 CHF | 3,445 CHF | 80.58% | 80.58% |
10/07/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 420,000 | 25,000 | 392,084 | 25,000 | 48,918 CHF | 3,374 CHF | 94.79% | 94.79% |
09/07/2024 | 7.07% | 0.13 CHF | 0.14 CHF | 375,533 | 25,000 | 367,953 | 25,000 | 50,196 CHF | 3,665 CHF | 76.78% | 76.78% |
08/07/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 412,227 | 25,000 | 424,717 | 25,000 | 46,830 CHF | 3,009 CHF | 97.19% | 97.19% |
05/07/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 463,448 | 25,000 | 458,374 | 24,880 | 45,278 CHF | 2,706 CHF | 98.87% | 98.87% |
04/07/2024 | 11.60% | 0.09 CHF | 0.10 CHF | 499,854 | 25,000 | 499,985 | 25,000 | 40,666 CHF | 2,283 CHF | 100.00% | 100.00% |
03/07/2024 | 12.90% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 36,374 CHF | 2,069 CHF | 99.73% | 99.73% |
02/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,020 CHF | 2,001 CHF | 100.00% | 100.00% |