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 | 20.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 998,805 | 305,688 | 43,757 CHF | 16,738 CHF | 100.00% | 100.00% |
12/07/2024 | 18.57% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 986,336 | 390,015 | 48,403 CHF | 23,432 CHF | 99.67% | 99.67% |
11/07/2024 | 23.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,218 | 250,000 | 38,003 CHF | 12,079 CHF | 98.50% | 98.50% |
10/07/2024 | 26.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,602 CHF | 10,901 CHF | 96.09% | 96.09% |
09/07/2024 | 25.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,423 CHF | 11,106 CHF | 99.66% | 99.66% |
08/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,361 CHF | 12,590 CHF | 99.84% | 99.84% |
05/07/2024 | 19.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 323,310 | 45,740 CHF | 18,298 CHF | 100.00% | 100.00% |
04/07/2024 | 19.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 323,035 | 46,464 CHF | 18,482 CHF | 100.00% | 100.00% |
03/07/2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 983,493 | 399,358 | 48,237 CHF | 23,958 CHF | 99.23% | 99.23% |
02/07/2024 | 21.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,857 | 41,607 CHF | 13,059 CHF | 99.66% | 99.66% |