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 | 13.15% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 710,226 | 367,614 | 50,482 CHF | 29,807 CHF | 100.00% | 100.00% |
12/07/2024 | 12.68% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 683,869 | 354,761 | 50,532 CHF | 29,753 CHF | 98.40% | 98.40% |
11/07/2024 | 14.96% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 815,854 | 414,479 | 50,460 CHF | 29,796 CHF | 98.92% | 98.92% |
10/07/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 896,586 | 456,058 | 50,761 CHF | 30,369 CHF | 99.77% | 99.77% |
09/07/2024 | 16.88% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 935,142 | 478,382 | 50,733 CHF | 30,745 CHF | 100.00% | 100.00% |
08/07/2024 | 16.51% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 916,307 | 468,940 | 50,935 CHF | 30,751 CHF | 98.99% | 98.99% |
05/07/2024 | 16.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 909,365 | 460,319 | 51,060 CHF | 30,445 CHF | 100.00% | 100.00% |
04/07/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 942,325 | 479,827 | 50,722 CHF | 30,641 CHF | 98.16% | 98.16% |
03/07/2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 998,880 | 430,422 | 48,877 CHF | 25,563 CHF | 100.00% | 100.00% |
02/07/2024 | 19.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 367,137 | 47,293 CHF | 21,327 CHF | 100.00% | 100.00% |