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 | 5.43% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 89,665 CHF | 94,665 CHF | 100.00% | 100.00% |
12/07/2024 | 6.42% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,434 CHF | 80,434 CHF | 99.99% | 99.99% |
11/07/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 88,721 CHF | 93,721 CHF | 99.99% | 99.99% |
10/07/2024 | 4.59% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 106,633 CHF | 111,633 CHF | 99.91% | 99.91% |
09/07/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 498,297 | 498,297 | 98,775 CHF | 103,775 CHF | 100.00% | 100.00% |
08/07/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 500,000 | 500,000 | 499,126 | 499,126 | 94,037 CHF | 99,037 CHF | 100.00% | 100.00% |
05/07/2024 | 6.33% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 76,560 CHF | 81,560 CHF | 100.00% | 100.00% |
04/07/2024 | 5.74% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 84,724 CHF | 89,724 CHF | 100.00% | 100.00% |
03/07/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 99,273 CHF | 104,273 CHF | 100.00% | 100.00% |
02/07/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 100,406 CHF | 105,406 CHF | 99.99% | 99.99% |