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 | 16.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 936,449 | 474,913 | 50,577 CHF | 30,407 CHF | 100.00% | 100.00% |
12/07/2024 | 17.74% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 980,099 | 492,851 | 50,385 CHF | 30,276 CHF | 99.69% | 99.69% |
11/07/2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,201 | 439,962 | 48,528 CHF | 26,112 CHF | 98.52% | 98.52% |
10/07/2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 336,608 | 46,761 CHF | 19,353 CHF | 96.11% | 96.11% |
09/07/2024 | 17.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 956,116 | 477,076 | 50,131 CHF | 29,844 CHF | 99.63% | 99.63% |
08/07/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 826,166 | 416,883 | 50,812 CHF | 29,822 CHF | 99.85% | 99.85% |
05/07/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 757,798 | 391,399 | 50,496 CHF | 29,996 CHF | 100.00% | 100.00% |
04/07/2024 | 13.63% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 741,105 | 383,052 | 50,673 CHF | 30,023 CHF | 100.00% | 100.00% |
03/07/2024 | 13.52% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 733,473 | 379,237 | 50,596 CHF | 29,954 CHF | 99.25% | 99.25% |
02/07/2024 | 14.07% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 762,254 | 393,626 | 50,365 CHF | 29,945 CHF | 99.66% | 99.66% |