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 | 10.85% | 0.09 CHF | 0.10 CHF | 500,000 | 250,000 | 500,000 | 200,169 | 43,897 CHF | 19,481 CHF | 99.30% | 99.30% |
12/07/2024 | 14.83% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 200,149 | 39,585 CHF | 18,231 CHF | 99.63% | 99.63% |
11/07/2024 | 16.82% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 499,997 | 200,158 | 32,085 CHF | 15,370 CHF | 98.16% | 98.16% |
10/07/2024 | 16.77% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 199,920 | 29,137 CHF | 13,700 CHF | 95.30% | 95.30% |
09/07/2024 | 20.06% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 200,146 | 30,274 CHF | 14,629 CHF | 99.63% | 99.63% |
08/07/2024 | 18.75% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 200,157 | 35,456 CHF | 16,924 CHF | 99.62% | 99.62% |
05/07/2024 | 14.99% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 200,310 | 34,647 CHF | 16,003 CHF | 98.30% | 98.30% |
04/07/2024 | 19.13% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 198,831 | 35,422 CHF | 16,977 CHF | 91.25% | 91.25% |
03/07/2024 | 19.73% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 200,303 | 30,683 CHF | 14,933 CHF | 99.62% | 99.62% |
02/07/2024 | 25.72% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 499,999 | 200,137 | 23,100 CHF | 11,988 CHF | 98.00% | 98.00% |