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 | 10.97% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,414 CHF | 48,207 CHF | 98.49% | 98.49% |
12/07/2024 | 14.69% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,820 CHF | 36,910 CHF | 97.36% | 97.36% |
11/07/2024 | 10.85% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,696 CHF | 48,848 CHF | 98.09% | 98.09% |
10/07/2024 | 10.14% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,084 CHF | 52,042 CHF | 98.27% | 98.27% |
09/07/2024 | 9.20% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,215 CHF | 57,607 CHF | 97.57% | 97.57% |
08/07/2024 | 16.46% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,167 CHF | 33,584 CHF | 98.98% | 98.98% |
05/07/2024 | 28.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,248 CHF | 20,124 CHF | 93.53% | 93.53% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.19% | 99.19% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 96.40% | 96.40% |
02/07/2024 | 31.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,660 CHF | 18,830 CHF | 95.15% | 95.15% |