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 | 20.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 255,914 | 44,767 CHF | 14,017 CHF | 99.39% | 99.39% |
12/07/2024 | 18.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,098 | 48,391 CHF | 24,782 CHF | 99.08% | 99.08% |
11/07/2024 | 20.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 985,745 | 286,181 | 43,508 CHF | 15,667 CHF | 97.76% | 97.76% |
10/07/2024 | 20.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,929 | 250,000 | 44,292 CHF | 13,652 CHF | 95.47% | 95.47% |
09/07/2024 | 19.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,143 | 314,137 | 45,804 CHF | 17,856 CHF | 99.05% | 99.05% |
08/07/2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,025 | 440,928 | 48,596 CHF | 26,161 CHF | 99.24% | 99.24% |
05/07/2024 | 16.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 921,013 | 469,746 | 50,484 CHF | 30,449 CHF | 99.39% | 99.39% |
04/07/2024 | 17.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 979,215 | 493,071 | 49,819 CHF | 30,024 CHF | 99.39% | 99.39% |
03/07/2024 | 17.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 972,283 | 490,761 | 50,338 CHF | 30,329 CHF | 98.62% | 98.62% |
02/07/2024 | 20.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 295,656 | 44,585 CHF | 16,382 CHF | 99.05% | 99.05% |