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 | 12.60% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 679,969 | 352,484 | 50,589 CHF | 29,750 CHF | 100.00% | 100.00% |
12/07/2024 | 12.29% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 662,573 | 343,545 | 50,578 CHF | 29,660 CHF | 99.68% | 99.68% |
11/07/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 647,013 | 332,074 | 50,767 CHF | 29,355 CHF | 99.35% | 99.35% |
10/07/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 777,436 | 399,059 | 50,598 CHF | 29,974 CHF | 96.10% | 96.10% |
09/07/2024 | 17.25% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 951,746 | 482,609 | 50,449 CHF | 30,419 CHF | 99.64% | 99.64% |
08/07/2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 959,314 | 462,406 | 50,076 CHF | 28,926 CHF | 99.84% | 99.84% |
05/07/2024 | 25.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,109 CHF | 11,027 CHF | 100.00% | 100.00% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
03/07/2024 | 29.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,888 CHF | 9,722 CHF | 99.25% | 99.25% |
02/07/2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,286 CHF | 10,822 CHF | 99.67% | 99.67% |