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 | 18.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,874 CHF | 29,937 CHF | 99.39% | 99.39% |
12/07/2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,874 | 497,625 | 50,096 CHF | 30,089 CHF | 99.07% | 99.07% |
11/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 985,124 | 495,041 | 49,275 CHF | 29,712 CHF | 97.76% | 97.76% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,428 | 497,476 | 49,623 CHF | 29,849 CHF | 95.47% | 95.47% |
09/07/2024 | 17.93% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 980,294 | 493,432 | 49,801 CHF | 30,009 CHF | 99.06% | 99.06% |
08/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,904 | 497,301 | 49,677 CHF | 29,879 CHF | 99.24% | 99.24% |
05/07/2024 | 17.36% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 950,984 | 483,134 | 50,052 CHF | 30,271 CHF | 99.38% | 99.38% |
04/07/2024 | 15.60% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 855,704 | 430,966 | 50,572 CHF | 29,774 CHF | 99.39% | 99.39% |
03/07/2024 | 16.40% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 905,487 | 461,992 | 50,712 CHF | 30,487 CHF | 98.64% | 98.64% |
02/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 851,390 | 425,927 | 51,083 CHF | 29,815 CHF | 99.05% | 99.05% |