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 | 30.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,120 CHF | 19,060 CHF | 97.30% | 97.30% |
12/07/2024 | 27.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,397 CHF | 20,699 CHF | 99.31% | 99.31% |
11/07/2024 | 36.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,083 CHF | 16,542 CHF | 99.22% | 99.22% |
10/07/2024 | 37.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,863 CHF | 15,932 CHF | 99.25% | 99.25% |
09/07/2024 | 39.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,105 CHF | 15,053 CHF | 98.99% | 98.99% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.50% | 99.50% |
05/07/2024 | 36.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,540 CHF | 16,270 CHF | 99.35% | 99.35% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.52% | 99.52% |
03/07/2024 | 33.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,456 CHF | 17,728 CHF | 97.82% | 97.82% |
02/07/2024 | 39.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,326 CHF | 15,163 CHF | 99.05% | 99.05% |