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 | 38,949 CHF | 24,474 CHF | 97.38% | 97.38% |
12/07/2024 | 18.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,453 CHF | 30,227 CHF | 99.35% | 99.35% |
11/07/2024 | 23.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,324 CHF | 23,662 CHF | 98.96% | 98.96% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,002 CHF | 20,001 CHF | 99.23% | 99.23% |
09/07/2024 | 28.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,430 CHF | 20,215 CHF | 98.91% | 98.91% |
08/07/2024 | 27.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,879 CHF | 20,939 CHF | 99.43% | 99.43% |
05/07/2024 | 27.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,021 CHF | 20,511 CHF | 99.40% | 99.40% |
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 | 99.53% | 99.53% |
03/07/2024 | 22.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,998 CHF | 24,499 CHF | 97.83% | 97.83% |
02/07/2024 | 27.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,071 CHF | 20,536 CHF | 99.06% | 99.06% |