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 | 11.30% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 997,138 | 499,740 | 83,502 CHF | 46,854 CHF | 100.00% | 100.00% |
12/07/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 994,468 | 498,156 | 74,825 CHF | 42,459 CHF | 98.41% | 98.41% |
11/07/2024 | 10.87% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 984,513 | 568,516 | 86,031 CHF | 56,257 CHF | 99.83% | 99.83% |
10/07/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 900,000 | 900,000 | 861,901 | 861,902 | 93,418 CHF | 102,037 CHF | 99.79% | 99.79% |
09/07/2024 | 8.34% | 0.11 CHF | 0.12 CHF | 825,000 | 825,000 | 826,927 | 826,933 | 95,161 CHF | 103,431 CHF | 100.00% | 100.00% |
08/07/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 850,000 | 850,000 | 831,872 | 831,873 | 94,427 CHF | 102,746 CHF | 98.98% | 98.98% |
05/07/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 900,000 | 900,000 | 889,703 | 889,702 | 96,401 CHF | 105,298 CHF | 100.00% | 100.00% |
04/07/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 850,000 | 850,000 | 856,542 | 856,518 | 94,954 CHF | 103,517 CHF | 98.16% | 98.16% |
03/07/2024 | 10.81% | 0.10 CHF | 0.11 CHF | 975,000 | 500,000 | 986,050 | 536,657 | 86,581 CHF | 52,911 CHF | 100.00% | 100.00% |
02/07/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,492 CHF | 36,246 CHF | 100.00% | 100.00% |