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 | 18.87% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,113 | 385,316 | 47,856 CHF | 22,633 CHF | 99.38% | 99.38% |
12/07/2024 | 17.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 958,844 | 483,826 | 50,515 CHF | 30,336 CHF | 99.05% | 99.05% |
11/07/2024 | 18.05% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 976,658 | 478,884 | 49,299 CHF | 29,005 CHF | 97.74% | 97.74% |
10/07/2024 | 20.04% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 985,234 | 354,555 | 44,673 CHF | 20,143 CHF | 95.44% | 95.44% |
09/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,553 | 477,421 | 49,266 CHF | 28,560 CHF | 99.04% | 99.04% |
08/07/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 934,560 | 478,187 | 50,325 CHF | 30,542 CHF | 99.22% | 99.22% |
05/07/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 796,890 | 411,131 | 50,162 CHF | 29,998 CHF | 99.38% | 99.38% |
04/07/2024 | 14.54% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 792,087 | 405,645 | 50,538 CHF | 29,948 CHF | 99.38% | 99.38% |
03/07/2024 | 15.45% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 854,988 | 424,109 | 51,066 CHF | 29,589 CHF | 98.61% | 98.61% |
02/07/2024 | 18.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,951 | 423,939 | 48,405 CHF | 25,033 CHF | 99.04% | 99.04% |