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 | 19.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,226 | 386,588 | 46,686 CHF | 22,374 CHF | 100.00% | 100.00% |
12/07/2024 | 14.12% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 769,561 | 393,711 | 50,668 CHF | 29,880 CHF | 99.68% | 99.68% |
11/07/2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,193 | 271,031 | 44,841 CHF | 15,006 CHF | 98.59% | 98.59% |
10/07/2024 | 22.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,483 CHF | 12,371 CHF | 96.07% | 96.07% |
09/07/2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,242 CHF | 12,561 CHF | 99.66% | 99.66% |
08/07/2024 | 18.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 980,518 | 407,057 | 48,144 CHF | 24,494 CHF | 99.85% | 99.85% |
05/07/2024 | 13.85% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 754,866 | 387,645 | 50,719 CHF | 29,941 CHF | 100.00% | 100.00% |
04/07/2024 | 15.86% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 877,403 | 445,355 | 50,919 CHF | 30,290 CHF | 100.00% | 100.00% |
03/07/2024 | 16.38% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 906,105 | 461,354 | 50,812 CHF | 30,477 CHF | 99.23% | 99.23% |
02/07/2024 | 15.99% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 878,715 | 448,226 | 50,567 CHF | 30,270 CHF | 99.67% | 99.67% |