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 | 24.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,235 CHF | 11,309 CHF | 99.38% | 99.38% |
24/07/2024 | 23.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,389 | 250,000 | 36,805 CHF | 11,768 CHF | 99.38% | 99.38% |
23/07/2024 | 20.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,822 CHF | 13,456 CHF | 99.38% | 99.38% |
22/07/2024 | 19.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,040 | 338,526 | 46,684 CHF | 19,542 CHF | 99.38% | 99.38% |
19/07/2024 | 20.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,553 CHF | 13,638 CHF | 99.04% | 99.04% |
18/07/2024 | 19.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 261,074 | 45,097 CHF | 14,410 CHF | 97.13% | 97.13% |
17/07/2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,788 | 497,595 | 49,567 CHF | 29,819 CHF | 98.78% | 98.78% |
16/07/2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 982,468 | 494,156 | 50,416 CHF | 30,306 CHF | 99.38% | 99.38% |
15/07/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 896,567 | 456,045 | 50,787 CHF | 30,380 CHF | 99.39% | 99.39% |
12/07/2024 | 16.15% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 889,166 | 451,111 | 50,631 CHF | 30,188 CHF | 99.04% | 99.04% |