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 | 24.88% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,233 CHF | 11,308 CHF | 99.05% | 99.05% |
12/07/2024 | 26.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,507 | 250,000 | 33,287 CHF | 10,878 CHF | 98.80% | 98.80% |
11/07/2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,309 | 250,000 | 35,193 CHF | 11,357 CHF | 98.27% | 98.27% |
10/07/2024 | 26.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,723 | 250,000 | 32,911 CHF | 10,791 CHF | 95.09% | 95.09% |
09/07/2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,226 | 255,095 | 41,240 CHF | 13,158 CHF | 98.63% | 98.63% |
08/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 988,555 | 493,477 | 49,703 CHF | 29,757 CHF | 98.58% | 98.58% |
05/07/2024 | 17.66% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 965,501 | 480,903 | 49,833 CHF | 29,649 CHF | 99.17% | 99.17% |
04/07/2024 | 18.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,098 | 406,504 | 47,788 CHF | 23,846 CHF | 99.18% | 99.18% |
03/07/2024 | 19.50% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 991,005 | 301,459 | 45,974 CHF | 17,266 CHF | 98.44% | 98.44% |
02/07/2024 | 20.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,477 | 255,364 | 44,463 CHF | 14,014 CHF | 98.81% | 98.81% |