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 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,757 | 479,761 | 49,738 CHF | 28,880 CHF | 100.00% | 100.00% |
12/07/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 982,389 | 488,871 | 49,072 CHF | 29,313 CHF | 98.43% | 98.43% |
11/07/2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,202 | 434,414 | 48,308 CHF | 25,708 CHF | 99.21% | 99.21% |
10/07/2024 | 18.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,519 | 498,171 | 50,107 CHF | 30,085 CHF | 99.79% | 99.79% |
09/07/2024 | 18.08% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 996,091 | 498,697 | 50,117 CHF | 30,081 CHF | 100.00% | 100.00% |
08/07/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 984,979 | 481,804 | 49,275 CHF | 28,980 CHF | 98.98% | 98.98% |
05/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 925,000 | 475,000 | 50,875 CHF | 30,875 CHF | 100.00% | 100.00% |
04/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 919,862 | 473,287 | 50,592 CHF | 30,764 CHF | 98.15% | 98.15% |
03/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 864,836 | 434,891 | 50,931 CHF | 29,951 CHF | 100.00% | 100.00% |
02/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 846,870 | 426,036 | 50,716 CHF | 29,777 CHF | 100.00% | 100.00% |