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 | 21.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,529 | 250,663 | 41,828 CHF | 13,066 CHF | 99.39% | 99.39% |
12/07/2024 | 18.29% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 972,962 | 434,858 | 48,462 CHF | 26,253 CHF | 99.05% | 99.05% |
11/07/2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 987,571 | 250,000 | 40,989 CHF | 12,882 CHF | 98.14% | 98.14% |
10/07/2024 | 23.33% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,971 | 250,000 | 37,825 CHF | 12,010 CHF | 95.50% | 95.50% |
09/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,381 | 250,000 | 34,838 CHF | 11,250 CHF | 99.06% | 99.06% |
08/07/2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,000 | 250,000 | 39,561 CHF | 12,430 CHF | 99.23% | 99.23% |
05/07/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,239 | 250,000 | 39,687 CHF | 12,479 CHF | 99.39% | 99.39% |
04/07/2024 | 22.66% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,745 | 250,000 | 39,026 CHF | 12,302 CHF | 99.39% | 99.39% |
03/07/2024 | 19.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,168 | 325,723 | 46,396 CHF | 18,658 CHF | 98.64% | 98.64% |
02/07/2024 | 21.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,721 | 250,000 | 40,749 CHF | 12,750 CHF | 99.07% | 99.07% |