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 | 41.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,419 CHF | 14,710 CHF | 99.60% | 99.60% |
12/07/2024 | 39.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,470 CHF | 15,235 CHF | 99.72% | 99.72% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.53% | 99.53% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.59% | 99.59% |
09/07/2024 | 24.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,552 CHF | 23,276 CHF | 99.58% | 99.58% |
08/07/2024 | 26.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,385 CHF | 21,693 CHF | 99.55% | 99.55% |
05/07/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,946 CHF | 19,973 CHF | 99.58% | 99.58% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,006 CHF | 20,003 CHF | 99.58% | 99.58% |
03/07/2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,130 CHF | 23,065 CHF | 99.57% | 99.57% |
02/07/2024 | 22.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,491 CHF | 25,245 CHF | 99.59% | 99.59% |