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 | 17.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 939,685 | 478,852 | 50,229 CHF | 30,398 CHF | 99.39% | 99.39% |
12/07/2024 | 18.41% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 972,889 | 421,208 | 48,147 CHF | 25,349 CHF | 99.09% | 99.09% |
11/07/2024 | 17.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 982,709 | 494,236 | 49,908 CHF | 30,049 CHF | 98.27% | 98.27% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,388 | 496,384 | 49,719 CHF | 29,783 CHF | 95.48% | 95.48% |
09/07/2024 | 17.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 948,443 | 441,429 | 49,409 CHF | 27,729 CHF | 99.04% | 99.04% |
08/07/2024 | 15.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 860,348 | 433,290 | 50,806 CHF | 29,912 CHF | 99.23% | 99.23% |
05/07/2024 | 15.66% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 868,298 | 438,904 | 51,090 CHF | 30,207 CHF | 99.39% | 99.39% |
04/07/2024 | 18.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,087 | 456,658 | 48,944 CHF | 27,191 CHF | 99.39% | 99.39% |
03/07/2024 | 18.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,553 | 414,313 | 47,972 CHF | 24,416 CHF | 98.63% | 98.63% |
02/07/2024 | 20.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,123 | 260,531 | 44,237 CHF | 14,257 CHF | 99.05% | 99.05% |