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 | 19.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 292,664 | 45,311 CHF | 16,322 CHF | 100.00% | 100.00% |
12/07/2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 290,405 | 45,899 CHF | 16,388 CHF | 99.69% | 99.69% |
11/07/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,198 | 250,000 | 44,627 CHF | 13,744 CHF | 98.52% | 98.52% |
10/07/2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,716 CHF | 13,679 CHF | 96.10% | 96.10% |
09/07/2024 | 19.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 299,503 | 45,880 CHF | 16,890 CHF | 99.66% | 99.66% |
08/07/2024 | 18.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 990,580 | 496,860 | 50,043 CHF | 30,076 CHF | 99.84% | 99.84% |
05/07/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 949,977 | 483,325 | 50,529 CHF | 30,553 CHF | 100.00% | 100.00% |
04/07/2024 | 17.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 949,158 | 483,053 | 50,650 CHF | 30,622 CHF | 100.00% | 100.00% |
03/07/2024 | 17.24% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 954,251 | 484,750 | 50,596 CHF | 30,565 CHF | 99.23% | 99.23% |
02/07/2024 | 17.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 962,123 | 487,099 | 50,535 CHF | 30,467 CHF | 99.67% | 99.67% |