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 | 18.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,561 | 446,953 | 48,650 CHF | 26,560 CHF | 99.39% | 99.39% |
12/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,031 | 250,000 | 44,371 CHF | 13,750 CHF | 99.08% | 99.08% |
11/07/2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,339 | 315,260 | 46,240 CHF | 17,984 CHF | 98.82% | 98.82% |
10/07/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,785 | 495,528 | 49,686 CHF | 29,706 CHF | 95.50% | 95.50% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,168 | 498,389 | 49,758 CHF | 29,903 CHF | 99.06% | 99.06% |
08/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,740 | 495,951 | 49,774 CHF | 29,752 CHF | 99.24% | 99.24% |
05/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,054 | 498,018 | 49,702 CHF | 29,881 CHF | 99.39% | 99.39% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,511 | 498,170 | 49,735 CHF | 29,895 CHF | 99.39% | 99.39% |
03/07/2024 | 17.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 956,545 | 485,515 | 50,085 CHF | 30,294 CHF | 98.63% | 98.63% |
02/07/2024 | 16.65% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 917,615 | 471,752 | 50,535 CHF | 30,698 CHF | 99.07% | 99.07% |