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 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,498 | 250,000 | 44,542 CHF | 13,720 CHF | 99.38% | 99.38% |
12/07/2024 | 20.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,379 | 250,000 | 42,518 CHF | 13,206 CHF | 99.08% | 99.08% |
11/07/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,427 | 250,000 | 42,088 CHF | 13,165 CHF | 97.90% | 97.90% |
10/07/2024 | 19.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,705 | 252,730 | 45,125 CHF | 14,004 CHF | 95.50% | 95.50% |
09/07/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,007 | 250,000 | 44,701 CHF | 13,743 CHF | 99.04% | 99.04% |
08/07/2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,644 | 252,621 | 44,623 CHF | 13,866 CHF | 99.24% | 99.24% |
05/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,014 | 250,000 | 39,853 CHF | 12,533 CHF | 99.39% | 99.39% |
04/07/2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,403 | 250,000 | 34,800 CHF | 11,258 CHF | 99.39% | 99.39% |
03/07/2024 | 33.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,720 | 250,000 | 24,697 CHF | 8,720 CHF | 98.62% | 98.62% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,480 | 250,000 | 19,850 CHF | 7,500 CHF | 99.06% | 99.06% |