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 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,742 | 250,000 | 39,710 CHF | 12,500 CHF | 99.39% | 99.39% |
12/07/2024 | 21.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,679 | 250,000 | 42,205 CHF | 13,124 CHF | 99.08% | 99.08% |
11/07/2024 | 22.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,729 | 250,000 | 38,738 CHF | 12,316 CHF | 97.95% | 97.95% |
10/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,013 | 250,000 | 39,958 CHF | 12,549 CHF | 95.49% | 95.49% |
09/07/2024 | 19.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,325 | 289,370 | 45,144 CHF | 16,179 CHF | 99.04% | 99.04% |
08/07/2024 | 17.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 970,470 | 490,156 | 49,996 CHF | 30,164 CHF | 99.24% | 99.24% |
05/07/2024 | 15.85% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 872,731 | 441,861 | 50,720 CHF | 30,087 CHF | 99.39% | 99.39% |
04/07/2024 | 17.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 981,869 | 493,956 | 49,833 CHF | 30,015 CHF | 99.39% | 99.39% |
03/07/2024 | 16.23% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 894,187 | 456,541 | 50,648 CHF | 30,413 CHF | 98.62% | 98.62% |
02/07/2024 | 18.40% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 968,733 | 394,030 | 47,990 CHF | 23,903 CHF | 99.06% | 99.06% |