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 | 21.02% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 25,544 CHF | 31,544 CHF | 99.54% | 99.54% |
12/07/2024 | 20.79% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 21,553 CHF | 26,553 CHF | 99.44% | 99.50% |
11/07/2024 | 19.67% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 22,925 CHF | 27,925 CHF | 99.49% | 99.49% |
10/07/2024 | 18.62% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 24,363 CHF | 29,363 CHF | 99.50% | 99.50% |
09/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 25,054 CHF | 30,054 CHF | 99.55% | 99.55% |
08/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 23,915 CHF | 28,915 CHF | 99.55% | 99.55% |
05/07/2024 | 19.46% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 23,206 CHF | 28,206 CHF | 99.02% | 99.02% |
04/07/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 22,748 CHF | 27,248 CHF | 99.52% | 99.58% |
03/07/2024 | 17.63% | 0.05 CHF | 0.06 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 20,713 CHF | 24,713 CHF | 99.58% | 99.58% |
02/07/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 459,729 | 459,729 | 23,890 CHF | 28,487 CHF | 98.27% | 98.27% |