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 | 27.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,753 CHF | 10,438 CHF | 100.00% | 100.00% |
12/07/2024 | 23.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 979,523 | 250,000 | 37,939 CHF | 12,192 CHF | 98.41% | 98.41% |
11/07/2024 | 10.46% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 553,845 | 391,692 | 50,153 CHF | 40,340 CHF | 99.25% | 99.25% |
10/07/2024 | 9.32% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 493,326 | 492,169 | 50,529 CHF | 55,335 CHF | 99.76% | 99.76% |
09/07/2024 | 10.18% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 549,997 | 366,675 | 51,230 CHF | 38,359 CHF | 100.00% | 100.00% |
08/07/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 517,079 | 442,215 | 50,237 CHF | 47,850 CHF | 98.97% | 98.97% |
05/07/2024 | 10.13% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 549,745 | 355,291 | 51,493 CHF | 37,523 CHF | 100.00% | 100.00% |
04/07/2024 | 9.18% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,092 | 488,075 | 50,767 CHF | 55,646 CHF | 98.16% | 98.16% |
03/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 468,841 | 468,845 | 51,587 CHF | 56,276 CHF | 100.00% | 100.00% |
02/07/2024 | 9.32% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,316 | 495,317 | 50,688 CHF | 55,641 CHF | 100.00% | 100.00% |