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 | 14.20% | 0.07 CHF | 0.08 CHF | 1,500,000 | 100,000 | 1,500,000 | 107,000 | 101,095 CHF | 8,160 CHF | 99.27% | 99.27% |
12/07/2024 | 18.95% | 0.09 CHF | 0.10 CHF | 1,500,000 | 100,000 | 1,500,000 | 141,110 | 76,741 CHF | 8,347 CHF | 99.27% | 99.27% |
11/07/2024 | 24.15% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 165,742 | 56,279 CHF | 7,758 CHF | 99.27% | 99.27% |
10/07/2024 | 20.48% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 155,243 | 67,473 CHF | 8,466 CHF | 99.27% | 99.27% |
09/07/2024 | 14.80% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 94,275 CHF | 10,928 CHF | 99.27% | 99.27% |
08/07/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 96,054 CHF | 11,105 CHF | 99.21% | 99.21% |
05/07/2024 | 10.48% | 0.08 CHF | 0.09 CHF | 1,500,000 | 150,000 | 1,500,000 | 124,929 | 137,496 CHF | 12,529 CHF | 99.26% | 99.26% |
04/07/2024 | 8.32% | 0.11 CHF | 0.12 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 173,379 CHF | 12,559 CHF | 99.27% | 99.27% |
03/07/2024 | 14.25% | 0.11 CHF | 0.12 CHF | 1,500,000 | 100,000 | 1,500,000 | 138,319 | 105,438 CHF | 10,742 CHF | 99.27% | 99.27% |
02/07/2024 | 16.71% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 176,782 | 83,634 CHF | 11,483 CHF | 99.26% | 99.26% |