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 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,228 | 499,742 | 49,979 CHF | 29,994 CHF | 100.00% | 100.00% |
12/07/2024 | 17.88% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 988,196 | 496,066 | 50,365 CHF | 30,249 CHF | 99.76% | 99.76% |
11/07/2024 | 18.03% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 973,840 | 437,909 | 49,258 CHF | 26,829 CHF | 100.00% | 100.00% |
10/07/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 470,952 | 49,390 CHF | 28,072 CHF | 94.69% | 94.69% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 998,670 | 499,556 | 49,934 CHF | 29,973 CHF | 99.67% | 99.67% |
08/07/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 886,418 | 449,279 | 50,964 CHF | 30,311 CHF | 100.00% | 100.00% |
05/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,871 CHF | 30,873 CHF | 100.00% | 100.00% |
04/07/2024 | 17.41% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 960,485 | 486,829 | 50,379 CHF | 30,417 CHF | 100.00% | 100.00% |
03/07/2024 | 17.84% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 983,974 | 494,658 | 50,266 CHF | 30,226 CHF | 99.33% | 99.33% |
02/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.61% | 99.61% |