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 | 18.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,217 | 497,125 | 50,087 CHF | 29,897 CHF | 100.00% | 100.00% |
12/07/2024 | 17.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 963,332 | 485,485 | 49,912 CHF | 30,036 CHF | 99.69% | 99.69% |
11/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,149 | 473,579 | 49,288 CHF | 28,306 CHF | 98.66% | 98.66% |
10/07/2024 | 17.80% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 980,851 | 493,617 | 50,231 CHF | 30,224 CHF | 96.11% | 96.11% |
09/07/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 933,613 | 477,871 | 50,699 CHF | 30,735 CHF | 99.67% | 99.67% |
08/07/2024 | 17.88% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 984,503 | 494,835 | 50,161 CHF | 30,168 CHF | 99.84% | 99.84% |
05/07/2024 | 18.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 417,836 | 48,294 CHF | 24,571 CHF | 100.00% | 100.00% |
04/07/2024 | 19.43% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 331,562 | 46,565 CHF | 18,971 CHF | 100.00% | 100.00% |
03/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,966 CHF | 29,983 CHF | 99.24% | 99.24% |
02/07/2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 960,924 | 486,975 | 50,466 CHF | 30,460 CHF | 99.68% | 99.68% |