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 | 17.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 982,815 | 494,272 | 50,213 CHF | 30,203 CHF | 100.00% | 100.00% |
12/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,332 | 497,777 | 49,667 CHF | 29,867 CHF | 99.68% | 99.68% |
11/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 990,754 | 496,918 | 49,538 CHF | 29,815 CHF | 98.78% | 98.78% |
10/07/2024 | 17.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 951,205 | 483,735 | 50,631 CHF | 30,599 CHF | 96.07% | 96.07% |
09/07/2024 | 15.98% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 878,083 | 443,704 | 50,584 CHF | 29,983 CHF | 99.66% | 99.66% |
08/07/2024 | 14.37% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 777,260 | 400,753 | 50,218 CHF | 29,901 CHF | 99.85% | 99.85% |
05/07/2024 | 13.56% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 736,291 | 380,646 | 50,634 CHF | 29,984 CHF | 100.00% | 100.00% |
04/07/2024 | 14.32% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 777,345 | 400,782 | 50,409 CHF | 29,999 CHF | 100.00% | 100.00% |
03/07/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 801,996 | 409,446 | 50,650 CHF | 29,966 CHF | 99.25% | 99.25% |
02/07/2024 | 17.75% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 977,423 | 492,474 | 50,205 CHF | 30,232 CHF | 99.66% | 99.66% |