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 | 22.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,952 CHF | 24,476 CHF | 90.23% | 90.23% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 97.57% | 97.57% |
11/07/2024 | 23.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,311 CHF | 23,656 CHF | 95.80% | 95.80% |
10/07/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,357 CHF | 24,679 CHF | 95.45% | 95.45% |
09/07/2024 | 26.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,982 CHF | 21,991 CHF | 96.77% | 96.77% |
08/07/2024 | 19.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 492,382 | 47,114 CHF | 28,100 CHF | 95.51% | 95.51% |
05/07/2024 | 21.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,367 CHF | 26,183 CHF | 91.83% | 91.83% |
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 | 88.83% | 88.83% |
03/07/2024 | 25.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,096 CHF | 22,548 CHF | 94.31% | 94.31% |
02/07/2024 | 26.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,733 CHF | 21,366 CHF | 95.91% | 95.91% |