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 | 19.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 278,372 | 45,160 CHF | 15,474 CHF | 100.00% | 100.00% |
12/07/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 983,342 | 407,903 | 47,731 CHF | 24,170 CHF | 98.42% | 98.42% |
11/07/2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 305,996 | 46,312 CHF | 17,404 CHF | 99.75% | 99.75% |
10/07/2024 | 15.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 871,163 | 437,466 | 50,881 CHF | 29,920 CHF | 99.78% | 99.78% |
09/07/2024 | 14.51% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 789,833 | 404,945 | 50,470 CHF | 29,935 CHF | 100.00% | 100.00% |
08/07/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 771,013 | 399,002 | 49,940 CHF | 29,837 CHF | 98.98% | 98.98% |
05/07/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 717,389 | 371,196 | 50,618 CHF | 29,903 CHF | 100.00% | 100.00% |
04/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 721,495 | 374,078 | 50,524 CHF | 29,937 CHF | 98.15% | 98.15% |
03/07/2024 | 11.74% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 626,848 | 322,916 | 50,263 CHF | 29,113 CHF | 100.00% | 100.00% |
02/07/2024 | 10.04% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 535,353 | 416,545 | 50,615 CHF | 44,287 CHF | 100.00% | 100.00% |