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 | 13.46% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 429,169 | 69,426 CHF | 34,022 CHF | 97.03% | 97.03% |
12/07/2024 | 10.60% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,694 CHF | 39,877 CHF | 96.57% | 96.57% |
11/07/2024 | 12.81% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 456,146 | 73,415 CHF | 37,859 CHF | 97.61% | 97.61% |
10/07/2024 | 16.91% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,927 CHF | 32,963 CHF | 98.63% | 98.63% |
09/07/2024 | 19.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,516 CHF | 28,258 CHF | 98.60% | 98.60% |
08/07/2024 | 18.97% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,039 CHF | 29,019 CHF | 94.91% | 94.91% |
05/07/2024 | 16.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,575 CHF | 33,788 CHF | 95.09% | 95.09% |
04/07/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,557 CHF | 32,778 CHF | 95.44% | 95.44% |
03/07/2024 | 14.24% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,559 CHF | 37,780 CHF | 96.88% | 96.88% |
02/07/2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,344 CHF | 32,672 CHF | 98.24% | 98.24% |