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 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 100.00% | 100.00% |
12/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,287 | 495,762 | 49,636 CHF | 29,885 CHF | 99.77% | 99.77% |
11/07/2024 | 17.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 974,811 | 491,604 | 50,298 CHF | 30,296 CHF | 100.00% | 100.00% |
10/07/2024 | 16.42% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 910,766 | 465,510 | 50,920 CHF | 30,673 CHF | 94.69% | 94.69% |
09/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 866,283 | 435,854 | 51,023 CHF | 30,022 CHF | 99.67% | 99.67% |
08/07/2024 | 14.69% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 802,235 | 409,078 | 50,579 CHF | 29,897 CHF | 100.00% | 100.00% |
05/07/2024 | 14.82% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 810,115 | 411,705 | 50,638 CHF | 29,861 CHF | 100.00% | 100.00% |
04/07/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 776,954 | 400,610 | 50,414 CHF | 30,002 CHF | 100.00% | 100.00% |
03/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 724,035 | 374,518 | 50,682 CHF | 29,961 CHF | 99.31% | 99.31% |
02/07/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,000 | 350,000 | 50,625 CHF | 29,750 CHF | 99.61% | 99.61% |