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 | 13.21% | 0.07 CHF | 0.08 CHF | 800,000 | 200,000 | 800,000 | 180,920 | 56,643 CHF | 14,594 CHF | 99.17% | 99.17% |
12/07/2024 | 12.05% | 0.08 CHF | 0.09 CHF | 800,000 | 150,000 | 800,000 | 150,000 | 62,530 CHF | 13,224 CHF | 99.17% | 99.17% |
11/07/2024 | 13.24% | 0.08 CHF | 0.09 CHF | 800,000 | 150,000 | 800,000 | 189,621 | 56,566 CHF | 15,253 CHF | 99.16% | 99.16% |
10/07/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 800,000 | 200,000 | 800,000 | 200,528 | 49,542 CHF | 14,412 CHF | 99.17% | 99.17% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 24,000 CHF | 10,000 CHF | 99.17% | 99.17% |
08/07/2024 | 27.29% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 25,611 CHF | 10,504 CHF | 99.16% | 99.16% |
05/07/2024 | 27.56% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 25,275 CHF | 10,399 CHF | 99.15% | 99.15% |
04/07/2024 | 28.10% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 24,591 CHF | 10,185 CHF | 99.17% | 99.17% |
03/07/2024 | 28.07% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 24,636 CHF | 10,199 CHF | 99.15% | 99.15% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 800,000 | 250,000 | 800,000 | 250,000 | 24,000 CHF | 10,000 CHF | 99.17% | 99.17% |