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 | 15.24% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 837,883 | 425,383 | 50,767 CHF | 30,034 CHF | 100.00% | 100.00% |
12/07/2024 | 14.70% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 793,411 | 406,582 | 50,010 CHF | 29,706 CHF | 97.74% | 97.74% |
11/07/2024 | 16.68% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 924,287 | 468,691 | 50,789 CHF | 30,443 CHF | 99.44% | 99.44% |
10/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,970 CHF | 29,985 CHF | 99.77% | 99.77% |
09/07/2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 958,333 | 486,111 | 50,340 CHF | 30,412 CHF | 100.00% | 100.00% |
08/07/2024 | 15.86% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 868,791 | 440,770 | 50,418 CHF | 29,976 CHF | 98.98% | 98.98% |
05/07/2024 | 15.09% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 834,392 | 419,799 | 51,132 CHF | 29,932 CHF | 100.00% | 100.00% |
04/07/2024 | 14.75% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 802,427 | 409,265 | 50,358 CHF | 29,797 CHF | 98.17% | 98.17% |
03/07/2024 | 16.54% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 920,823 | 472,219 | 51,081 CHF | 30,916 CHF | 100.00% | 100.00% |
02/07/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 871,091 | 439,058 | 50,961 CHF | 30,065 CHF | 100.00% | 100.00% |