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 | 16.15% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 888,129 | 452,227 | 50,557 CHF | 30,251 CHF | 99.39% | 99.39% |
12/07/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 834,146 | 422,276 | 49,065 CHF | 29,057 CHF | 99.08% | 99.08% |
11/07/2024 | 15.06% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 807,273 | 408,640 | 49,525 CHF | 29,165 CHF | 98.68% | 98.68% |
10/07/2024 | 16.63% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 908,430 | 459,121 | 50,092 CHF | 29,917 CHF | 95.48% | 95.48% |
09/07/2024 | 17.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 920,942 | 460,658 | 49,192 CHF | 29,258 CHF | 99.05% | 99.05% |
08/07/2024 | 14.06% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 762,643 | 393,476 | 50,406 CHF | 29,948 CHF | 99.23% | 99.23% |
05/07/2024 | 12.95% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 701,834 | 363,453 | 50,710 CHF | 29,900 CHF | 96.23% | 96.23% |
04/07/2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,903 | 250,000 | 39,665 CHF | 12,467 CHF | 99.39% | 99.39% |
03/07/2024 | 24.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,398 | 250,000 | 35,061 CHF | 11,314 CHF | 98.65% | 98.65% |
02/07/2024 | 25.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,937 | 250,000 | 34,383 CHF | 11,149 CHF | 99.06% | 99.06% |