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 | 63.43% | 0.03 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 812,767 | 812,767 | 22,342 CHF | 39,843 CHF | 72.21% | 72.21% |
12/07/2024 | 7.03% | 0.22 CHF | 0.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,789 CHF | 56,645 CHF | 99.01% | 99.01% |
11/07/2024 | 8.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 48,643 CHF | 52,694 CHF | 91.88% | 91.88% |
10/07/2024 | 8.08% | 0.18 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 43,161 CHF | 46,786 CHF | 100.00% | 100.00% |
09/07/2024 | 7.91% | 0.17 CHF | 0.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 47,360 CHF | 51,250 CHF | 100.00% | 100.00% |
08/07/2024 | 8.01% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,362 CHF | 54,568 CHF | 100.00% | 100.00% |
05/07/2024 | 6.53% | 0.20 CHF | 0.22 CHF | 200,000 | 200,000 | 199,105 | 199,105 | 46,505 CHF | 49,595 CHF | 98.86% | 98.86% |
04/07/2024 | 6.68% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,256 CHF | 56,928 CHF | 100.00% | 100.00% |
03/07/2024 | 8.32% | 0.20 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 49,299 CHF | 53,579 CHF | 99.82% | 99.82% |
02/07/2024 | 9.30% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 43,189 CHF | 47,412 CHF | 100.00% | 100.00% |