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 | 39.59% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,165 CHF | 18,165 CHF | 100.00% | 100.00% |
12/07/2024 | 31.24% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 16,776 CHF | 22,776 CHF | 100.00% | 100.00% |
11/07/2024 | 20.07% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 29,327 CHF | 35,327 CHF | 71.57% | 71.57% |
10/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 35,364 CHF | 41,364 CHF | 100.00% | 100.00% |
09/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 598,591 | 598,591 | 33,657 CHF | 39,657 CHF | 100.00% | 100.00% |
08/07/2024 | 16.09% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 598,921 | 598,921 | 34,382 CHF | 40,382 CHF | 100.00% | 100.00% |
05/07/2024 | 14.73% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 37,743 CHF | 43,743 CHF | 100.00% | 100.00% |
04/07/2024 | 13.41% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 41,769 CHF | 47,769 CHF | 100.00% | 100.00% |
03/07/2024 | 11.74% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 48,233 CHF | 54,233 CHF | 100.00% | 100.00% |
02/07/2024 | 11.21% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 50,540 CHF | 56,540 CHF | 100.00% | 100.00% |