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 | 15.57% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 859,273 | 431,959 | 50,892 CHF | 29,897 CHF | 100.00% | 100.00% |
12/07/2024 | 15.88% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 872,293 | 442,140 | 50,591 CHF | 30,047 CHF | 99.68% | 99.68% |
11/07/2024 | 16.58% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 921,254 | 472,236 | 50,987 CHF | 30,856 CHF | 99.17% | 99.17% |
10/07/2024 | 17.89% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 984,640 | 487,842 | 50,166 CHF | 29,779 CHF | 96.06% | 96.06% |
09/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,817 | 413,752 | 47,953 CHF | 24,203 CHF | 99.67% | 99.67% |
08/07/2024 | 14.39% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 786,741 | 402,218 | 50,699 CHF | 29,967 CHF | 99.84% | 99.84% |
05/07/2024 | 13.53% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 738,844 | 381,922 | 50,918 CHF | 30,140 CHF | 100.00% | 100.00% |
04/07/2024 | 13.05% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 708,371 | 366,685 | 50,745 CHF | 29,937 CHF | 100.00% | 100.00% |
03/07/2024 | 15.88% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 879,181 | 440,619 | 50,950 CHF | 29,946 CHF | 99.23% | 99.23% |
02/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,806 | 399,478 | 47,923 CHF | 23,400 CHF | 99.66% | 99.66% |