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 | 16.67% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 919,220 | 473,073 | 50,557 CHF | 30,750 CHF | 99.39% | 99.39% |
12/07/2024 | 17.14% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 935,361 | 478,454 | 49,942 CHF | 30,341 CHF | 99.08% | 99.08% |
11/07/2024 | 17.66% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 960,044 | 486,680 | 49,584 CHF | 30,015 CHF | 98.09% | 98.09% |
10/07/2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 927,233 | 472,586 | 50,465 CHF | 30,451 CHF | 95.49% | 95.49% |
09/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 842,269 | 422,583 | 50,661 CHF | 29,644 CHF | 99.05% | 99.05% |
08/07/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 869,050 | 441,352 | 50,697 CHF | 30,155 CHF | 99.22% | 99.22% |
05/07/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,728 | 497,242 | 49,774 CHF | 29,930 CHF | 99.39% | 99.39% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,504 | 498,168 | 49,725 CHF | 29,890 CHF | 99.39% | 99.39% |
03/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,587 | 497,529 | 49,629 CHF | 29,852 CHF | 98.64% | 98.64% |
02/07/2024 | 18.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,577 | 403,181 | 47,822 CHF | 23,720 CHF | 99.05% | 99.05% |