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 | 18.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 441,734 | 48,927 CHF | 26,170 CHF | 100.00% | 100.00% |
12/07/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,350 | 250,000 | 44,680 CHF | 13,743 CHF | 99.68% | 99.68% |
11/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,097 | 254,482 | 44,644 CHF | 13,997 CHF | 98.78% | 98.78% |
10/07/2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,561 | 416,948 | 48,397 CHF | 24,648 CHF | 96.09% | 96.09% |
09/07/2024 | 17.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 946,021 | 472,360 | 49,912 CHF | 29,718 CHF | 99.67% | 99.67% |
08/07/2024 | 14.94% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 820,228 | 415,076 | 50,804 CHF | 29,872 CHF | 99.85% | 99.85% |
05/07/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 736,900 | 380,935 | 50,571 CHF | 29,952 CHF | 100.00% | 100.00% |
04/07/2024 | 15.33% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 845,995 | 423,665 | 50,973 CHF | 29,766 CHF | 100.00% | 100.00% |
03/07/2024 | 15.57% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 862,035 | 433,888 | 51,042 CHF | 30,023 CHF | 99.25% | 99.25% |
02/07/2024 | 20.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 280,832 | 44,724 CHF | 15,402 CHF | 99.67% | 99.67% |