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 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,588 CHF | 35,294 CHF | 97.28% | 97.28% |
12/07/2024 | 13.09% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,642 CHF | 40,821 CHF | 99.46% | 99.46% |
11/07/2024 | 17.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,326 CHF | 31,663 CHF | 99.00% | 99.00% |
10/07/2024 | 18.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,374 CHF | 29,187 CHF | 99.21% | 99.21% |
09/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,080 CHF | 30,040 CHF | 98.96% | 98.96% |
08/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,322 CHF | 30,161 CHF | 99.40% | 99.40% |
05/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.32% | 99.32% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.53% | 99.53% |
03/07/2024 | 16.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,800 CHF | 33,900 CHF | 97.89% | 97.89% |
02/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,340 CHF | 30,170 CHF | 99.08% | 99.08% |