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 | 19.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 351,569 | 46,465 CHF | 20,182 CHF | 100.00% | 100.00% |
12/07/2024 | 20.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 980,399 | 254,971 | 42,202 CHF | 13,572 CHF | 98.48% | 98.48% |
11/07/2024 | 19.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,153 | 371,117 | 47,193 CHF | 21,648 CHF | 99.31% | 99.31% |
10/07/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,101 CHF | 12,525 CHF | 99.77% | 99.77% |
09/07/2024 | 21.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,698 CHF | 13,175 CHF | 100.00% | 100.00% |
08/07/2024 | 19.27% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 990,217 | 344,724 | 46,577 CHF | 19,906 CHF | 98.99% | 98.99% |
05/07/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 930,992 | 474,663 | 50,698 CHF | 30,600 CHF | 100.00% | 100.00% |
04/07/2024 | 16.89% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 932,431 | 477,468 | 50,550 CHF | 30,668 CHF | 98.16% | 98.16% |
03/07/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 464,991 | 49,347 CHF | 27,718 CHF | 100.00% | 100.00% |
02/07/2024 | 21.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,456 CHF | 12,864 CHF | 100.00% | 100.00% |