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 | 18.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,398 | 498,133 | 50,145 CHF | 30,103 CHF | 100.00% | 100.00% |
12/07/2024 | 16.77% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 927,405 | 473,450 | 50,708 CHF | 30,623 CHF | 99.76% | 99.76% |
11/07/2024 | 15.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 841,097 | 410,905 | 49,709 CHF | 28,677 CHF | 100.00% | 100.00% |
10/07/2024 | 14.21% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 772,489 | 397,648 | 50,500 CHF | 29,979 CHF | 94.70% | 94.70% |
09/07/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 768,456 | 396,728 | 50,437 CHF | 30,007 CHF | 99.67% | 99.67% |
08/07/2024 | 14.70% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 800,848 | 408,297 | 50,470 CHF | 29,827 CHF | 100.00% | 100.00% |
05/07/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 684,358 | 354,678 | 50,453 CHF | 29,696 CHF | 100.00% | 100.00% |
04/07/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 620,827 | 320,182 | 50,421 CHF | 29,197 CHF | 100.00% | 100.00% |
03/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 566,309 | 356,659 | 50,940 CHF | 36,222 CHF | 99.33% | 99.33% |
02/07/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,167 | 494,219 | 50,198 CHF | 54,346 CHF | 99.62% | 99.62% |