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 | 12.26% | 0.11 CHF | 0.13 CHF | 460,000 | 50,000 | 410,266 | 50,000 | 50,603 CHF | 6,994 CHF | 99.72% | 99.72% |
12/07/2024 | 21.52% | 0.12 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,987 CHF | 3,708 CHF | 99.01% | 99.01% |
11/07/2024 | 20.92% | 0.12 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,041 CHF | 3,750 CHF | 99.09% | 99.09% |
10/07/2024 | 22.27% | 0.11 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,741 CHF | 3,425 CHF | 99.81% | 99.81% |
09/07/2024 | 20.87% | 0.12 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,059 CHF | 3,770 CHF | 100.00% | 100.00% |
08/07/2024 | 13.54% | 0.13 CHF | 0.15 CHF | 390,000 | 50,000 | 368,871 | 50,000 | 50,489 CHF | 7,847 CHF | 100.00% | 100.00% |
05/07/2024 | 11.51% | 0.14 CHF | 0.16 CHF | 360,000 | 50,000 | 351,730 | 50,000 | 50,648 CHF | 8,085 CHF | 98.45% | 98.45% |
04/07/2024 | 11.61% | 0.15 CHF | 0.17 CHF | 340,000 | 50,000 | 336,178 | 50,000 | 51,020 CHF | 8,531 CHF | 100.00% | 100.00% |
03/07/2024 | 15.07% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 130,974 | 33,561 | 19,947 CHF | 5,847 CHF | 99.81% | 99.81% |
02/07/2024 | 14.07% | 0.13 CHF | 0.14 CHF | 390,000 | 50,000 | 420,023 | 50,000 | 50,430 CHF | 6,919 CHF | 100.00% | 100.00% |