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 | 27.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,260 CHF | 10,315 CHF | 99.06% | 99.06% |
12/07/2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,098 CHF | 13,025 CHF | 98.86% | 98.86% |
11/07/2024 | 21.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,146 | 250,000 | 42,050 CHF | 13,091 CHF | 97.94% | 97.94% |
10/07/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 991,866 | 250,000 | 39,784 CHF | 12,527 CHF | 95.13% | 95.13% |
09/07/2024 | 18.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 981,770 | 444,568 | 48,811 CHF | 26,784 CHF | 98.65% | 98.65% |
08/07/2024 | 16.93% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 929,006 | 475,984 | 50,226 CHF | 30,503 CHF | 98.56% | 98.56% |
05/07/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 700,796 | 362,898 | 50,444 CHF | 29,752 CHF | 99.17% | 99.17% |
04/07/2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 664,590 | 345,951 | 50,313 CHF | 29,650 CHF | 99.18% | 99.18% |
03/07/2024 | 17.54% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 969,884 | 486,912 | 50,584 CHF | 30,290 CHF | 98.44% | 98.44% |
02/07/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 849,120 | 436,928 | 50,571 CHF | 30,400 CHF | 98.84% | 98.84% |