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 | 20.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,467 | 250,000 | 44,309 CHF | 13,662 CHF | 99.39% | 99.39% |
12/07/2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,356 | 264,305 | 44,890 CHF | 14,644 CHF | 99.07% | 99.07% |
11/07/2024 | 19.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,325 | 328,690 | 46,231 CHF | 18,789 CHF | 98.21% | 98.21% |
10/07/2024 | 20.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,713 | 250,000 | 44,146 CHF | 13,607 CHF | 95.50% | 95.50% |
09/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,987 | 250,000 | 44,729 CHF | 13,750 CHF | 99.04% | 99.04% |
08/07/2024 | 19.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,653 | 266,059 | 44,993 CHF | 14,732 CHF | 99.24% | 99.24% |
05/07/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 990,934 | 496,978 | 49,592 CHF | 29,842 CHF | 99.39% | 99.39% |
04/07/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,413 | 454,517 | 50,448 CHF | 30,284 CHF | 99.39% | 99.39% |
03/07/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 662,157 | 344,266 | 50,217 CHF | 29,548 CHF | 98.62% | 98.62% |
02/07/2024 | 11.00% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,452 | 299,785 | 50,893 CHF | 28,757 CHF | 99.05% | 99.05% |