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 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.38% | 99.38% |
12/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 998,280 | 499,427 | 49,985 CHF | 30,002 CHF | 99.05% | 99.05% |
11/07/2024 | 16.76% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 922,995 | 474,332 | 50,479 CHF | 30,687 CHF | 98.82% | 98.82% |
10/07/2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 910,447 | 467,462 | 50,540 CHF | 30,618 CHF | 95.50% | 95.50% |
09/07/2024 | 15.91% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 874,568 | 443,495 | 50,604 CHF | 30,087 CHF | 99.06% | 99.06% |
08/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 903,060 | 462,300 | 50,551 CHF | 30,499 CHF | 99.23% | 99.23% |
05/07/2024 | 16.55% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 916,590 | 469,393 | 50,814 CHF | 30,712 CHF | 99.39% | 99.39% |
04/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 843,923 | 423,228 | 50,639 CHF | 29,628 CHF | 99.39% | 99.39% |
03/07/2024 | 14.92% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 818,402 | 414,467 | 50,748 CHF | 29,860 CHF | 98.64% | 98.64% |
02/07/2024 | 14.87% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 816,272 | 413,757 | 50,794 CHF | 29,900 CHF | 99.06% | 99.06% |