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 | 23.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,267 CHF | 24,134 CHF | 99.19% | 99.19% |
12/07/2024 | 32.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,093 CHF | 18,047 CHF | 97.91% | 97.91% |
11/07/2024 | 22.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,653 CHF | 24,826 CHF | 98.17% | 98.17% |
10/07/2024 | 20.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,437 CHF | 26,718 CHF | 97.90% | 97.90% |
09/07/2024 | 18.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,057 CHF | 30,529 CHF | 97.24% | 97.24% |
08/07/2024 | 36.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,208 CHF | 16,604 CHF | 99.11% | 99.11% |
05/07/2024 | 65.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,236 CHF | 10,118 CHF | 93.76% | 93.76% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.19% | 99.19% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.54% | 97.54% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 95.24% | 95.24% |