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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 19.67% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,588 CHF | 28,294 CHF | 99.41% | 99.41% |
24/07/2024 | 26.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,968 CHF | 21,484 CHF | 99.34% | 99.34% |
23/07/2024 | 18.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,071 CHF | 29,036 CHF | 99.39% | 99.39% |
22/07/2024 | 17.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,079 CHF | 32,039 CHF | 96.74% | 96.74% |
19/07/2024 | 11.16% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 401,658 | 85,054 CHF | 38,154 CHF | 98.18% | 98.18% |
18/07/2024 | 11.71% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 80,854 CHF | 36,341 CHF | 99.34% | 99.34% |
17/07/2024 | 14.93% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 489,685 | 62,277 CHF | 35,291 CHF | 99.26% | 99.26% |
16/07/2024 | 19.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,759 CHF | 28,879 CHF | 99.34% | 99.34% |
15/07/2024 | 22.02% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,491 CHF | 25,245 CHF | 95.51% | 95.51% |
12/07/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,358 CHF | 24,679 CHF | 99.35% | 99.35% |