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 | 20.41% | 0.04 CHF | 0.05 CHF | 453,304 | 75,000 | 437,096 | 75,000 | 19,358 CHF | 4,087 CHF | 88.75% | 88.75% |
12/07/2024 | 18.98% | 0.04 CHF | 0.05 CHF | 462,638 | 75,000 | 444,383 | 75,000 | 21,312 CHF | 4,353 CHF | 97.87% | 97.87% |
11/07/2024 | 21.76% | 0.05 CHF | 0.06 CHF | 444,453 | 75,000 | 461,522 | 75,000 | 19,023 CHF | 3,847 CHF | 90.09% | 90.09% |
10/07/2024 | 28.09% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 497,359 | 75,000 | 15,271 CHF | 3,057 CHF | 100.00% | 100.00% |
09/07/2024 | 19.04% | 0.04 CHF | 0.05 CHF | 432,681 | 75,000 | 411,132 | 75,000 | 19,691 CHF | 4,356 CHF | 98.94% | 98.94% |
08/07/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 347,821 | 75,000 | 385,697 | 75,000 | 21,972 CHF | 5,049 CHF | 87.67% | 87.67% |
05/07/2024 | 16.91% | 0.05 CHF | 0.06 CHF | 390,599 | 75,000 | 391,900 | 75,000 | 21,266 CHF | 4,842 CHF | 91.10% | 91.10% |
04/07/2024 | 17.11% | 0.06 CHF | 0.07 CHF | 397,694 | 75,000 | 403,505 | 75,000 | 21,718 CHF | 4,791 CHF | 85.78% | 85.78% |
03/07/2024 | 18.36% | 0.06 CHF | 0.07 CHF | 405,760 | 75,000 | 434,073 | 75,000 | 21,560 CHF | 4,483 CHF | 86.43% | 86.43% |
02/07/2024 | 26.23% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 16,846 CHF | 3,277 CHF | 96.88% | 96.88% |