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 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,266 | 250,000 | 44,697 CHF | 13,750 CHF | 99.39% | 99.39% |
12/07/2024 | 19.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,509 | 316,169 | 45,671 CHF | 18,044 CHF | 99.07% | 99.07% |
11/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,221 | 495,741 | 49,361 CHF | 29,745 CHF | 98.04% | 98.04% |
10/07/2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,754 | 479,896 | 49,385 CHF | 28,721 CHF | 95.45% | 95.45% |
09/07/2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 972,785 | 407,468 | 48,341 CHF | 24,733 CHF | 99.04% | 99.04% |
08/07/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 989,281 | 496,427 | 49,874 CHF | 29,996 CHF | 99.23% | 99.23% |
05/07/2024 | 19.58% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 993,834 | 296,060 | 45,916 CHF | 16,870 CHF | 99.39% | 99.39% |
04/07/2024 | 20.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,225 | 250,000 | 42,902 CHF | 13,291 CHF | 99.39% | 99.39% |
03/07/2024 | 24.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,641 | 250,000 | 35,165 CHF | 11,347 CHF | 98.64% | 98.64% |
02/07/2024 | 23.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,256 | 250,000 | 37,091 CHF | 11,840 CHF | 99.07% | 99.07% |