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 | 21.94% | 0.07 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 39,171 CHF | 4,878 CHF | 99.72% | 99.72% |
12/07/2024 | 31.09% | 0.08 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,884 CHF | 2,574 CHF | 99.01% | 99.01% |
11/07/2024 | 30.89% | 0.08 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,998 CHF | 2,729 CHF | 99.09% | 99.09% |
10/07/2024 | 35.52% | 0.07 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,677 CHF | 2,395 CHF | 99.81% | 99.81% |
09/07/2024 | 30.33% | 0.07 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,996 CHF | 2,711 CHF | 100.00% | 100.00% |
08/07/2024 | 17.68% | 0.08 CHF | 0.10 CHF | 500,000 | 50,000 | 499,629 | 50,000 | 45,673 CHF | 5,455 CHF | 94.79% | 94.79% |
05/07/2024 | 16.41% | 0.09 CHF | 0.11 CHF | 500,000 | 50,000 | 494,572 | 50,000 | 48,978 CHF | 5,840 CHF | 98.50% | 98.50% |
04/07/2024 | 13.52% | 0.11 CHF | 0.12 CHF | 484,260 | 50,000 | 463,365 | 50,000 | 50,169 CHF | 6,203 CHF | 53.42% | 53.42% |
03/07/2024 | 22.27% | 0.11 CHF | 0.13 CHF | 460,000 | 50,000 | 170,044 | 32,926 | 17,625 CHF | 4,155 CHF | 96.10% | 96.10% |
02/07/2024 | 17.25% | 0.08 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 39,270 CHF | 4,668 CHF | 100.00% | 100.00% |