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 | 20.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,340 | 268,345 | 43,279 CHF | 14,473 CHF | 99.39% | 99.39% |
12/07/2024 | 19.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,594 | 379,230 | 46,833 CHF | 22,091 CHF | 99.07% | 99.07% |
11/07/2024 | 17.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 957,714 | 485,905 | 49,756 CHF | 30,116 CHF | 98.06% | 98.06% |
10/07/2024 | 16.29% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 899,143 | 459,403 | 50,704 CHF | 30,488 CHF | 95.49% | 95.49% |
09/07/2024 | 15.56% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 857,205 | 431,583 | 50,791 CHF | 29,882 CHF | 99.05% | 99.05% |
08/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 905,359 | 463,239 | 50,668 CHF | 30,553 CHF | 99.23% | 99.23% |
05/07/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 881,668 | 447,970 | 50,712 CHF | 30,230 CHF | 99.39% | 99.39% |
04/07/2024 | 15.13% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 828,323 | 417,966 | 50,603 CHF | 29,723 CHF | 99.39% | 99.39% |
03/07/2024 | 14.22% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 768,756 | 395,091 | 50,225 CHF | 29,778 CHF | 98.63% | 98.63% |
02/07/2024 | 12.11% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 643,790 | 335,396 | 49,921 CHF | 29,365 CHF | 99.06% | 99.06% |