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 | 20.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 255,176 | 44,518 CHF | 13,933 CHF | 100.00% | 100.00% |
12/07/2024 | 20.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,556 | 250,000 | 42,254 CHF | 13,205 CHF | 97.74% | 97.74% |
11/07/2024 | 17.27% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 947,980 | 481,628 | 50,174 CHF | 30,319 CHF | 99.14% | 99.14% |
10/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 486,818 | 49,806 CHF | 29,148 CHF | 99.80% | 99.80% |
09/07/2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 971,961 | 452,266 | 49,732 CHF | 27,880 CHF | 100.00% | 100.00% |
08/07/2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 979,631 | 438,559 | 48,419 CHF | 26,273 CHF | 98.99% | 98.99% |
05/07/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 717,673 | 371,197 | 50,637 CHF | 29,903 CHF | 100.00% | 100.00% |
04/07/2024 | 10.97% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 591,062 | 302,506 | 50,954 CHF | 29,116 CHF | 98.15% | 98.15% |
03/07/2024 | 11.25% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 610,844 | 313,549 | 51,277 CHF | 29,452 CHF | 100.00% | 100.00% |
02/07/2024 | 13.09% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 710,124 | 367,561 | 50,689 CHF | 29,913 CHF | 100.00% | 100.00% |