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 | 10.45% | 0.13 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,977 CHF | 9,948 CHF | 99.43% | 99.43% |
12/07/2024 | 14.69% | 0.19 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,508 CHF | 5,219 CHF | 99.01% | 99.01% |
11/07/2024 | 14.06% | 0.20 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,776 CHF | 5,497 CHF | 99.09% | 99.09% |
10/07/2024 | 19.15% | 0.15 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,482 CHF | 4,201 CHF | 99.81% | 99.81% |
09/07/2024 | 14.41% | 0.17 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,651 CHF | 5,371 CHF | 100.00% | 100.00% |
08/07/2024 | 7.30% | 0.19 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,375 CHF | 12,234 CHF | 99.86% | 99.86% |
05/07/2024 | 7.84% | 0.23 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,399 CHF | 12,327 CHF | 98.86% | 98.86% |
04/07/2024 | 6.95% | 0.24 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,857 CHF | 12,710 CHF | 100.00% | 100.00% |
03/07/2024 | 10.62% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 33,561 | 33,561 | 7,530 CHF | 8,319 CHF | 99.81% | 99.81% |
02/07/2024 | 16.27% | 0.13 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,209 CHF | 6,122 CHF | 100.00% | 100.00% |