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 | 17.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 956,937 | 485,646 | 50,504 CHF | 30,500 CHF | 100.00% | 100.00% |
12/07/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 963,080 | 487,693 | 49,960 CHF | 30,193 CHF | 99.69% | 99.69% |
11/07/2024 | 16.58% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 913,436 | 469,656 | 50,519 CHF | 30,668 CHF | 98.75% | 98.75% |
10/07/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 833,790 | 419,545 | 50,821 CHF | 29,778 CHF | 96.09% | 96.09% |
09/07/2024 | 14.48% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 795,592 | 404,953 | 50,926 CHF | 29,995 CHF | 99.66% | 99.66% |
08/07/2024 | 18.47% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 986,893 | 417,373 | 48,632 CHF | 25,074 CHF | 99.84% | 99.84% |
05/07/2024 | 17.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 988,236 | 496,079 | 50,020 CHF | 30,076 CHF | 100.00% | 100.00% |
04/07/2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,774 | 494,724 | 49,883 CHF | 29,644 CHF | 100.00% | 100.00% |
03/07/2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 918,333 | 471,011 | 50,705 CHF | 30,716 CHF | 99.25% | 99.25% |
02/07/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 744,230 | 384,615 | 50,815 CHF | 30,108 CHF | 99.67% | 99.67% |