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 | 16.25% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,456 CHF | 3,346 CHF | 99.72% | 99.72% |
12/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 3,500 CHF | 99.01% | 99.01% |
11/07/2024 | 14.73% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 31,600 CHF | 3,660 CHF | 99.08% | 99.08% |
10/07/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,770 CHF | 3,477 CHF | 100.00% | 100.00% |
09/07/2024 | 17.46% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,286 CHF | 3,129 CHF | 100.00% | 100.00% |
08/07/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,741 CHF | 3,474 CHF | 100.00% | 100.00% |
05/07/2024 | 16.68% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,683 CHF | 3,268 CHF | 98.86% | 98.86% |
04/07/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,069 CHF | 3,107 CHF | 100.00% | 100.00% |
03/07/2024 | 19.05% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,927 CHF | 2,893 CHF | 99.82% | 99.82% |
02/07/2024 | 20.21% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 22,484 CHF | 2,748 CHF | 100.00% | 100.00% |