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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 22.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,086 CHF | 12,522 CHF | 99.38% | 99.38% |
24/07/2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,390 | 264,879 | 43,610 CHF | 14,338 CHF | 99.38% | 99.38% |
23/07/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 940,599 | 479,321 | 50,652 CHF | 30,616 CHF | 99.39% | 99.39% |
22/07/2024 | 15.11% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 827,998 | 420,157 | 50,645 CHF | 29,915 CHF | 99.38% | 99.38% |
19/07/2024 | 17.36% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 957,990 | 485,997 | 50,419 CHF | 30,450 CHF | 99.01% | 99.01% |
18/07/2024 | 16.38% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 907,988 | 463,659 | 50,897 CHF | 30,620 CHF | 97.14% | 97.14% |
17/07/2024 | 15.25% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 832,211 | 419,312 | 50,437 CHF | 29,612 CHF | 98.81% | 98.81% |
16/07/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 753,141 | 388,280 | 50,631 CHF | 29,992 CHF | 99.38% | 99.38% |
15/07/2024 | 12.47% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 670,998 | 347,315 | 50,430 CHF | 29,576 CHF | 99.38% | 99.38% |
12/07/2024 | 12.05% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 645,733 | 333,335 | 50,373 CHF | 29,327 CHF | 99.04% | 99.04% |