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 | 15.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 61,273 CHF | 28,509 CHF | 94.84% | 94.84% |
12/07/2024 | 15.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 61,586 CHF | 28,635 CHF | 99.20% | 99.20% |
11/07/2024 | 13.91% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 67,199 CHF | 30,879 CHF | 98.08% | 98.08% |
10/07/2024 | 21.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,649 CHF | 25,824 CHF | 99.41% | 99.41% |
09/07/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,951 CHF | 24,976 CHF | 99.34% | 99.34% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.73% | 98.73% |
05/07/2024 | 23.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,033 CHF | 24,016 CHF | 98.81% | 98.81% |
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 | 99.38% | 99.38% |
03/07/2024 | 23.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,126 CHF | 24,063 CHF | 99.39% | 99.39% |
02/07/2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,371 CHF | 25,186 CHF | 99.30% | 99.30% |