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 | 21.07% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,554 | 42,595 CHF | 13,292 CHF | 100.00% | 100.00% |
12/07/2024 | 20.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 982,280 | 250,000 | 43,617 CHF | 13,604 CHF | 98.45% | 98.45% |
11/07/2024 | 20.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,197 | 251,557 | 43,065 CHF | 13,440 CHF | 99.21% | 99.21% |
10/07/2024 | 18.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,552 | 453,460 | 49,044 CHF | 26,962 CHF | 99.77% | 99.77% |
09/07/2024 | 17.27% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 955,650 | 485,221 | 50,569 CHF | 30,542 CHF | 100.00% | 100.00% |
08/07/2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 984,029 | 460,423 | 48,790 CHF | 27,565 CHF | 98.99% | 98.99% |
05/07/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 967,867 | 489,289 | 50,352 CHF | 30,361 CHF | 100.00% | 100.00% |
04/07/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 925,378 | 475,124 | 50,391 CHF | 30,629 CHF | 98.16% | 98.16% |
03/07/2024 | 14.83% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 807,392 | 410,797 | 50,424 CHF | 29,776 CHF | 100.00% | 100.00% |
02/07/2024 | 14.49% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 790,731 | 404,725 | 50,636 CHF | 29,976 CHF | 100.00% | 100.00% |