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 | 17.16% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 26,699 CHF | 31,699 CHF | 100.00% | 100.00% |
12/07/2024 | 21.48% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,827 CHF | 25,827 CHF | 100.00% | 100.00% |
11/07/2024 | 16.69% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 27,541 CHF | 32,541 CHF | 100.00% | 100.00% |
10/07/2024 | 12.45% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 37,807 CHF | 42,807 CHF | 100.00% | 100.00% |
09/07/2024 | 13.45% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 498,306 | 498,306 | 34,832 CHF | 39,832 CHF | 100.00% | 100.00% |
08/07/2024 | 14.00% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 499,117 | 499,117 | 33,352 CHF | 38,352 CHF | 100.00% | 100.00% |
05/07/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 25,305 CHF | 30,305 CHF | 100.00% | 100.00% |
04/07/2024 | 15.63% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 29,583 CHF | 34,583 CHF | 100.00% | 100.00% |
03/07/2024 | 12.19% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 38,583 CHF | 43,583 CHF | 100.00% | 100.00% |
02/07/2024 | 11.38% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,505 CHF | 46,505 CHF | 99.99% | 99.99% |