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 | 18.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,739 | 497,156 | 49,504 CHF | 29,738 CHF | 99.39% | 99.39% |
12/07/2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,731 | 301,971 | 45,631 CHF | 17,145 CHF | 99.06% | 99.06% |
11/07/2024 | 19.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 987,542 | 267,623 | 44,894 CHF | 14,886 CHF | 98.13% | 98.13% |
10/07/2024 | 18.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,032 | 462,905 | 49,003 CHF | 27,566 CHF | 95.50% | 95.50% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,392 | 498,464 | 49,768 CHF | 29,907 CHF | 99.06% | 99.06% |
08/07/2024 | 19.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 996,058 | 372,669 | 47,319 CHF | 21,681 CHF | 99.23% | 99.23% |
05/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,063 | 479,674 | 49,368 CHF | 28,697 CHF | 99.38% | 99.38% |
04/07/2024 | 17.54% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 960,325 | 486,775 | 49,964 CHF | 30,209 CHF | 99.39% | 99.39% |
03/07/2024 | 16.76% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 924,521 | 474,840 | 50,529 CHF | 30,704 CHF | 98.62% | 98.62% |
02/07/2024 | 16.69% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 919,366 | 472,860 | 50,506 CHF | 30,706 CHF | 99.05% | 99.05% |