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 | 19.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,603 | 266,880 | 45,323 CHF | 14,815 CHF | 100.00% | 100.00% |
12/07/2024 | 17.91% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 970,489 | 487,528 | 49,383 CHF | 29,701 CHF | 98.42% | 98.42% |
11/07/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,401 | 477,514 | 49,130 CHF | 28,504 CHF | 99.24% | 99.24% |
10/07/2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,451 | 442,386 | 48,878 CHF | 26,303 CHF | 99.78% | 99.78% |
09/07/2024 | 17.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 981,606 | 493,869 | 50,354 CHF | 30,285 CHF | 100.00% | 100.00% |
08/07/2024 | 17.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 953,497 | 484,485 | 50,028 CHF | 30,275 CHF | 98.98% | 98.98% |
05/07/2024 | 18.00% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 986,246 | 482,724 | 49,898 CHF | 29,327 CHF | 100.00% | 100.00% |
04/07/2024 | 18.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 990,416 | 496,793 | 49,734 CHF | 29,916 CHF | 98.16% | 98.16% |
03/07/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 884,070 | 450,760 | 50,809 CHF | 30,407 CHF | 100.00% | 100.00% |
02/07/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 639,338 | 329,175 | 50,778 CHF | 29,424 CHF | 100.00% | 100.00% |