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 | 24.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,777 CHF | 22,888 CHF | 99.31% | 99.31% |
12/07/2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,030 CHF | 28,015 CHF | 99.44% | 99.44% |
11/07/2024 | 19.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,303 CHF | 28,652 CHF | 99.20% | 99.20% |
10/07/2024 | 25.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,458 CHF | 22,229 CHF | 99.36% | 99.36% |
09/07/2024 | 28.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,709 CHF | 20,355 CHF | 99.36% | 99.36% |
08/07/2024 | 26.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,726 CHF | 21,863 CHF | 99.38% | 99.38% |
05/07/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,958 CHF | 19,979 CHF | 99.38% | 99.38% |
04/07/2024 | 31.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,272 CHF | 18,636 CHF | 99.37% | 99.37% |
03/07/2024 | 35.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,892 CHF | 16,946 CHF | 99.28% | 99.28% |
02/07/2024 | 29.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,599 CHF | 19,800 CHF | 99.39% | 99.39% |