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 | 24.05% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 195,419 | 18,561 CHF | 9,063 CHF | 58.43% | 58.43% |
12/07/2024 | 26.32% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 219,457 | 16,776 CHF | 9,393 CHF | 35.69% | 35.69% |
11/07/2024 | 105.71% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 284,247 | 192,707 | 6,360 CHF | 10,327 CHF | 85.26% | 85.26% |
10/07/2024 | 140.85% | 0.01 CHF | 0.05 CHF | 250,000 | 250,000 | 199,951 | 199,951 | 2,016 CHF | 11,554 CHF | 95.24% | 95.24% |
09/07/2024 | 120.01% | 0.02 CHF | 0.06 CHF | 250,000 | 250,000 | 200,174 | 200,174 | 3,011 CHF | 11,641 CHF | 99.57% | 99.57% |
08/07/2024 | 104.72% | 0.01 CHF | 0.06 CHF | 250,000 | 250,000 | 200,184 | 200,184 | 3,728 CHF | 12,011 CHF | 99.57% | 99.57% |
05/07/2024 | 43.60% | 0.02 CHF | 0.06 CHF | 250,000 | 250,000 | 447,616 | 200,343 | 12,901 CHF | 9,061 CHF | 98.23% | 98.23% |
04/07/2024 | 97.27% | 0.02 CHF | 0.06 CHF | 250,000 | 250,000 | 223,463 | 208,719 | 4,667 CHF | 12,438 CHF | 78.36% | 78.36% |
03/07/2024 | 100.08% | 0.02 CHF | 0.06 CHF | 250,000 | 250,000 | 200,334 | 200,334 | 4,005 CHF | 12,020 CHF | 99.56% | 99.56% |
02/07/2024 | 129.93% | 0.02 CHF | 0.06 CHF | 250,000 | 250,000 | 200,181 | 200,165 | 2,557 CHF | 11,410 CHF | 97.94% | 97.94% |