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 | 22.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,630 CHF | 12,157 CHF | 100.00% | 100.00% |
12/07/2024 | 19.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 980,653 | 308,194 | 44,962 CHF | 17,449 CHF | 98.46% | 98.46% |
11/07/2024 | 19.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,145 | 339,511 | 46,441 CHF | 19,566 CHF | 99.33% | 99.33% |
10/07/2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 284,173 | 45,567 CHF | 15,902 CHF | 99.79% | 99.79% |
09/07/2024 | 19.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 359,396 | 47,204 CHF | 20,846 CHF | 100.00% | 100.00% |
08/07/2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 990,325 | 428,641 | 48,227 CHF | 25,383 CHF | 98.99% | 98.99% |
05/07/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 968,639 | 445,599 | 49,129 CHF | 27,314 CHF | 100.00% | 100.00% |
04/07/2024 | 17.88% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 980,924 | 493,633 | 49,969 CHF | 30,091 CHF | 98.17% | 98.17% |
03/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 849,894 | 424,965 | 50,883 CHF | 29,692 CHF | 100.00% | 100.00% |
02/07/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 763,615 | 394,044 | 50,580 CHF | 30,042 CHF | 100.00% | 100.00% |