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 | 5.68% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,370 | 307,371 | 52,638 CHF | 55,712 CHF | 100.00% | 100.00% |
12/07/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 361,511 | 361,509 | 52,298 CHF | 55,913 CHF | 98.41% | 98.41% |
11/07/2024 | 19.65% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 975,007 | 325,002 | 45,146 CHF | 18,883 CHF | 99.25% | 99.25% |
10/07/2024 | 20.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 253,653 | 43,849 CHF | 13,672 CHF | 99.76% | 99.76% |
09/07/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 998,898 | 486,620 | 49,677 CHF | 29,116 CHF | 100.00% | 100.00% |
08/07/2024 | 17.90% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 945,289 | 412,336 | 48,145 CHF | 25,530 CHF | 98.98% | 98.98% |
05/07/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 806,844 | 409,854 | 50,812 CHF | 29,927 CHF | 100.00% | 100.00% |
04/07/2024 | 16.62% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 920,870 | 473,623 | 50,814 CHF | 30,872 CHF | 98.16% | 98.16% |
03/07/2024 | 17.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 951,349 | 476,356 | 50,380 CHF | 30,016 CHF | 100.00% | 100.00% |
02/07/2024 | 15.07% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 822,741 | 416,467 | 50,501 CHF | 29,738 CHF | 100.00% | 100.00% |