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 | 19.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,813 | 367,478 | 46,909 CHF | 21,254 CHF | 99.38% | 99.38% |
12/07/2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,698 | 397,897 | 47,554 CHF | 23,269 CHF | 99.08% | 99.08% |
11/07/2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 946,933 | 482,310 | 49,759 CHF | 30,176 CHF | 97.95% | 97.95% |
10/07/2024 | 17.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 938,329 | 476,256 | 50,242 CHF | 30,273 CHF | 95.48% | 95.48% |
09/07/2024 | 16.20% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 889,848 | 450,974 | 50,519 CHF | 30,094 CHF | 99.00% | 99.00% |
08/07/2024 | 19.76% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,999 | 289,496 | 45,447 CHF | 16,234 CHF | 99.22% | 99.22% |
05/07/2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,302 | 298,914 | 45,630 CHF | 16,903 CHF | 99.39% | 99.39% |
04/07/2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,701 | 437,069 | 48,431 CHF | 25,890 CHF | 99.39% | 99.39% |
03/07/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 976,637 | 492,212 | 49,904 CHF | 30,082 CHF | 98.63% | 98.63% |
02/07/2024 | 16.20% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,497 | 454,158 | 50,496 CHF | 30,285 CHF | 99.05% | 99.05% |