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 | 14.42% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 499,116 | 100,000 | 49,719 CHF | 11,519 CHF | 99.72% | 99.72% |
12/07/2024 | 12.14% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 45,338 CHF | 10,245 CHF | 82.26% | 82.26% |
11/07/2024 | 18.76% | 0.08 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 41,219 CHF | 9,949 CHF | 93.84% | 93.84% |
10/07/2024 | 17.19% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 42,808 CHF | 10,174 CHF | 93.06% | 93.06% |
09/07/2024 | 14.71% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 43,509 CHF | 10,074 CHF | 100.00% | 100.00% |
08/07/2024 | 13.83% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 46,505 CHF | 10,682 CHF | 93.06% | 93.06% |
05/07/2024 | 15.32% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 47,233 CHF | 11,000 CHF | 96.72% | 96.72% |
04/07/2024 | 17.14% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 460,919 | 95,658 | 42,884 CHF | 10,527 CHF | 100.00% | 100.00% |
03/07/2024 | 26.45% | 0.09 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,874 CHF | 6,353 CHF | 100.00% | 100.00% |
02/07/2024 | 18.51% | 0.12 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,984 CHF | 7,200 CHF | 100.00% | 100.00% |