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 | 11.36% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,619 CHF | 46,619 CHF | 100.00% | 100.00% |
12/07/2024 | 8.47% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 56,634 CHF | 61,634 CHF | 100.00% | 100.00% |
11/07/2024 | 9.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,221 CHF | 54,221 CHF | 99.99% | 99.99% |
10/07/2024 | 10.35% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 45,945 CHF | 50,945 CHF | 99.90% | 99.90% |
09/07/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 498,317 | 498,317 | 56,310 CHF | 61,310 CHF | 100.00% | 100.00% |
08/07/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 499,134 | 499,134 | 66,496 CHF | 71,496 CHF | 100.00% | 100.00% |
05/07/2024 | 5.40% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 90,213 CHF | 95,213 CHF | 100.00% | 100.00% |
04/07/2024 | 5.82% | 0.18 CHF | 0.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 83,504 CHF | 88,504 CHF | 100.00% | 100.00% |
03/07/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 83,345 CHF | 88,345 CHF | 99.96% | 99.96% |
02/07/2024 | 4.65% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 105,187 CHF | 110,187 CHF | 99.99% | 99.99% |