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 | 31.07% | 0.06 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 32,546 CHF | 2,222 CHF | 98.73% | 98.73% |
12/07/2024 | 37.22% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 29,198 CHF | 2,127 CHF | 99.38% | 99.38% |
11/07/2024 | 38.77% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 30,038 CHF | 2,226 CHF | 99.15% | 99.15% |
10/07/2024 | 35.25% | 0.06 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 28,100 CHF | 2,000 CHF | 100.00% | 100.00% |
09/07/2024 | 38.99% | 0.05 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 29,757 CHF | 2,209 CHF | 100.00% | 100.00% |
08/07/2024 | 34.52% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 31,587 CHF | 2,236 CHF | 100.00% | 100.00% |
05/07/2024 | 34.83% | 0.07 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 34,947 CHF | 2,485 CHF | 99.62% | 99.62% |
04/07/2024 | 26.78% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 470,812 | 25,000 | 37,925 CHF | 2,644 CHF | 100.00% | 100.00% |
03/07/2024 | 32.41% | 0.08 CHF | 0.11 CHF | 465,993 | 25,000 | 480,979 | 25,000 | 36,311 CHF | 2,618 CHF | 96.53% | 96.53% |
02/07/2024 | 39.12% | 0.05 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 25,000 CHF | 1,863 CHF | 100.00% | 100.00% |