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 | 13.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 492,079 | 69,111 CHF | 38,842 CHF | 99.33% | 99.33% |
12/07/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 417,401 | 82,585 CHF | 38,600 CHF | 99.35% | 99.35% |
11/07/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,312 | 81,236 CHF | 45,349 CHF | 99.34% | 99.34% |
10/07/2024 | 14.73% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,211 CHF | 36,605 CHF | 99.43% | 99.43% |
09/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,120 CHF | 35,060 CHF | 99.33% | 99.33% |
08/07/2024 | 15.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,946 CHF | 35,473 CHF | 99.38% | 99.38% |
05/07/2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,119 CHF | 30,060 CHF | 99.37% | 99.37% |
04/07/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,422 CHF | 29,711 CHF | 99.37% | 99.37% |
03/07/2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,080 CHF | 28,540 CHF | 99.36% | 99.36% |
02/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.29% | 99.29% |