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 | 19.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,355 | 370,497 | 46,350 CHF | 21,365 CHF | 100.00% | 100.00% |
12/07/2024 | 17.70% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 972,592 | 486,713 | 50,108 CHF | 29,954 CHF | 99.68% | 99.68% |
11/07/2024 | 22.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,193 | 250,000 | 39,635 CHF | 12,487 CHF | 98.59% | 98.59% |
10/07/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,456 CHF | 11,364 CHF | 96.11% | 96.11% |
09/07/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,022 CHF | 11,255 CHF | 99.65% | 99.65% |
08/07/2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,860 CHF | 12,465 CHF | 99.83% | 99.83% |
05/07/2024 | 18.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,656 | 441,942 | 48,791 CHF | 26,254 CHF | 100.00% | 100.00% |
04/07/2024 | 20.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,618 CHF | 13,655 CHF | 100.00% | 100.00% |
03/07/2024 | 20.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,071 CHF | 13,268 CHF | 99.22% | 99.22% |
02/07/2024 | 20.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,075 | 43,078 CHF | 13,615 CHF | 99.66% | 99.66% |