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 | 19.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,514 | 379,292 | 46,626 CHF | 22,142 CHF | 99.39% | 99.39% |
12/07/2024 | 18.11% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 973,399 | 451,608 | 48,996 CHF | 27,439 CHF | 99.06% | 99.06% |
11/07/2024 | 21.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 986,723 | 283,862 | 40,552 CHF | 14,794 CHF | 97.93% | 97.93% |
10/07/2024 | 26.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,046 | 250,000 | 32,219 CHF | 10,606 CHF | 95.48% | 95.48% |
09/07/2024 | 20.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,215 | 252,191 | 42,999 CHF | 13,435 CHF | 99.06% | 99.06% |
08/07/2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 961,162 | 487,054 | 50,039 CHF | 30,244 CHF | 99.23% | 99.23% |
05/07/2024 | 15.89% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 873,762 | 442,575 | 50,635 CHF | 30,064 CHF | 99.38% | 99.38% |
04/07/2024 | 17.35% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 952,376 | 484,125 | 50,165 CHF | 30,354 CHF | 99.39% | 99.39% |
03/07/2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 984,361 | 477,723 | 49,448 CHF | 28,847 CHF | 98.61% | 98.61% |
02/07/2024 | 18.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 981,638 | 476,634 | 49,593 CHF | 28,884 CHF | 99.05% | 99.05% |