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 | 18.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,525 | 467,197 | 48,990 CHF | 27,855 CHF | 99.38% | 99.38% |
12/07/2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,436 | 250,000 | 44,359 CHF | 13,675 CHF | 99.07% | 99.07% |
11/07/2024 | 20.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,278 | 286,873 | 44,329 CHF | 15,837 CHF | 97.96% | 97.96% |
10/07/2024 | 18.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 993,706 | 497,902 | 49,788 CHF | 29,926 CHF | 95.50% | 95.50% |
09/07/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,984 | 469,028 | 49,098 CHF | 27,956 CHF | 99.06% | 99.06% |
08/07/2024 | 19.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,645 | 286,362 | 45,569 CHF | 16,140 CHF | 99.24% | 99.24% |
05/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,023 | 250,000 | 43,986 CHF | 13,575 CHF | 99.39% | 99.39% |
04/07/2024 | 24.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,404 | 250,000 | 34,937 CHF | 11,292 CHF | 99.39% | 99.39% |
03/07/2024 | 37.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,720 | 250,000 | 21,825 CHF | 7,993 CHF | 98.62% | 98.62% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,508 | 250,000 | 19,850 CHF | 7,500 CHF | 99.05% | 99.05% |