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 | 18.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 998,803 | 465,721 | 49,219 CHF | 27,727 CHF | 100.00% | 100.00% |
12/07/2024 | 17.02% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 940,688 | 480,229 | 50,579 CHF | 30,634 CHF | 99.67% | 99.67% |
11/07/2024 | 16.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 922,635 | 474,212 | 50,458 CHF | 30,673 CHF | 98.51% | 98.51% |
10/07/2024 | 14.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 962,859 | 487,620 | 50,300 CHF | 29,376 CHF | 96.09% | 96.09% |
09/07/2024 | 8.77% | 0.06 CHF | 0.06 CHF | 925,000 | 475,000 | 931,224 | 476,800 | 50,785 CHF | 28,392 CHF | 99.66% | 99.66% |
08/07/2024 | 7.68% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 809,336 | 411,445 | 50,673 CHF | 27,832 CHF | 99.85% | 99.85% |
05/07/2024 | 7.55% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 793,310 | 406,103 | 50,526 CHF | 27,906 CHF | 100.00% | 100.00% |
04/07/2024 | 7.30% | 0.07 CHF | 0.07 CHF | 775,000 | 400,000 | 765,683 | 395,160 | 50,505 CHF | 28,042 CHF | 100.00% | 100.00% |
03/07/2024 | 7.55% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 793,535 | 406,092 | 50,556 CHF | 27,914 CHF | 99.24% | 99.24% |
02/07/2024 | 8.14% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 866,579 | 437,874 | 51,059 CHF | 27,983 CHF | 99.66% | 99.66% |