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 | 21.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,157 CHF | 12,789 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,301 | 250,000 | 39,492 CHF | 12,500 CHF | 98.42% | 98.42% |
11/07/2024 | 22.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,183 | 250,000 | 39,891 CHF | 12,551 CHF | 99.23% | 99.23% |
10/07/2024 | 18.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 445,860 | 48,890 CHF | 26,456 CHF | 99.77% | 99.77% |
09/07/2024 | 18.63% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 435,549 | 48,768 CHF | 25,792 CHF | 100.00% | 100.00% |
08/07/2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 989,730 | 430,793 | 48,161 CHF | 25,497 CHF | 98.99% | 98.99% |
05/07/2024 | 17.47% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 966,703 | 488,900 | 50,512 CHF | 30,449 CHF | 100.00% | 100.00% |
04/07/2024 | 17.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 959,441 | 486,469 | 50,115 CHF | 30,288 CHF | 98.15% | 98.15% |
03/07/2024 | 16.04% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 888,291 | 450,526 | 50,945 CHF | 30,330 CHF | 100.00% | 100.00% |
02/07/2024 | 15.30% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 838,802 | 430,140 | 50,615 CHF | 30,263 CHF | 100.00% | 100.00% |