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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,188 CHF | 7,547 CHF | 98.88% | 98.88% |
24/07/2024 | 22.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 249,964 | 38,966 CHF | 12,240 CHF | 98.87% | 98.87% |
23/07/2024 | 23.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,970 | 250,000 | 36,861 CHF | 11,751 CHF | 99.04% | 99.04% |
22/07/2024 | 25.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,483 | 250,000 | 33,833 CHF | 11,017 CHF | 98.97% | 98.97% |
19/07/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,672 | 314,142 | 43,720 CHF | 17,391 CHF | 98.52% | 98.52% |
18/07/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,710 | 491,767 | 50,353 CHF | 54,717 CHF | 96.59% | 96.59% |
17/07/2024 | 8.61% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 470,823 | 464,063 | 52,333 CHF | 56,230 CHF | 98.78% | 98.78% |
16/07/2024 | 12.47% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 676,285 | 350,642 | 50,889 CHF | 29,894 CHF | 98.98% | 98.98% |
15/07/2024 | 15.05% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 826,966 | 419,149 | 50,825 CHF | 29,967 CHF | 98.99% | 98.99% |
12/07/2024 | 15.35% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 848,232 | 426,864 | 51,069 CHF | 29,964 CHF | 98.88% | 98.88% |