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 | 16.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 921,555 | 472,704 | 50,866 CHF | 30,817 CHF | 100.00% | 100.00% |
12/07/2024 | 17.14% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 938,555 | 476,493 | 50,098 CHF | 30,203 CHF | 99.67% | 99.67% |
11/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 988,223 | 496,074 | 49,708 CHF | 29,915 CHF | 98.70% | 98.70% |
10/07/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 995,115 | 494,062 | 50,009 CHF | 29,787 CHF | 96.07% | 96.07% |
09/07/2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 978,726 | 485,089 | 49,637 CHF | 29,503 CHF | 99.67% | 99.67% |
08/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 848,326 | 425,743 | 50,984 CHF | 29,847 CHF | 99.85% | 99.85% |
05/07/2024 | 16.49% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 915,228 | 466,824 | 50,943 CHF | 30,648 CHF | 100.00% | 100.00% |
04/07/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,032 CHF | 13,758 CHF | 100.00% | 100.00% |
03/07/2024 | 21.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,524 CHF | 13,131 CHF | 99.23% | 99.23% |
02/07/2024 | 23.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,817 CHF | 11,704 CHF | 99.66% | 99.66% |