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 | 25.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,217 CHF | 22,109 CHF | 96.39% | 96.39% |
12/07/2024 | 25.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,220 CHF | 22,110 CHF | 97.69% | 97.69% |
11/07/2024 | 23.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,429 CHF | 24,214 CHF | 97.90% | 97.90% |
10/07/2024 | 29.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,979 CHF | 19,489 CHF | 96.84% | 96.84% |
09/07/2024 | 28.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,680 CHF | 19,840 CHF | 94.82% | 94.82% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 95.77% | 95.77% |
05/07/2024 | 23.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,396 CHF | 23,698 CHF | 97.73% | 97.73% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 90.55% | 90.55% |
03/07/2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,571 CHF | 24,285 CHF | 95.93% | 95.93% |
02/07/2024 | 31.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,029 CHF | 18,515 CHF | 98.90% | 98.90% |