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 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,315 | 250,000 | 44,699 CHF | 13,750 CHF | 99.39% | 99.39% |
12/07/2024 | 19.89% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,574 | 263,724 | 44,629 CHF | 14,646 CHF | 99.06% | 99.06% |
11/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,187 | 495,616 | 49,359 CHF | 29,737 CHF | 98.05% | 98.05% |
10/07/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,740 | 472,403 | 49,217 CHF | 28,215 CHF | 95.48% | 95.48% |
09/07/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 962,721 | 406,733 | 48,496 CHF | 25,018 CHF | 99.06% | 99.06% |
08/07/2024 | 17.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 943,636 | 481,212 | 50,403 CHF | 30,530 CHF | 99.23% | 99.23% |
05/07/2024 | 19.47% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 982,389 | 287,045 | 45,680 CHF | 16,535 CHF | 99.38% | 99.38% |
04/07/2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,255 | 250,000 | 40,873 CHF | 12,777 CHF | 99.39% | 99.39% |
03/07/2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,727 | 250,000 | 34,748 CHF | 11,242 CHF | 98.61% | 98.61% |
02/07/2024 | 24.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,312 | 250,000 | 35,253 CHF | 11,372 CHF | 99.05% | 99.05% |