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 | 30.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,240 CHF | 19,120 CHF | 96.50% | 96.50% |
12/07/2024 | 29.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,030 CHF | 19,515 CHF | 92.11% | 92.11% |
11/07/2024 | 38.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,479 CHF | 15,739 CHF | 98.45% | 98.45% |
10/07/2024 | 45.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,950 CHF | 13,475 CHF | 98.44% | 98.44% |
09/07/2024 | 43.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,871 CHF | 13,935 CHF | 97.85% | 97.85% |
08/07/2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,420 CHF | 15,210 CHF | 97.99% | 97.99% |
05/07/2024 | 39.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,194 CHF | 15,097 CHF | 99.02% | 99.02% |
04/07/2024 | 39.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,695 CHF | 15,347 CHF | 99.55% | 99.55% |
03/07/2024 | 41.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,877 CHF | 14,439 CHF | 97.63% | 97.63% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.58% | 99.58% |