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 | 22.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,844 CHF | 24,922 CHF | 99.56% | 99.56% |
12/07/2024 | 20.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,889 CHF | 27,445 CHF | 99.50% | 99.50% |
11/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.55% | 99.55% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.58% | 99.58% |
09/07/2024 | 15.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,703 CHF | 34,352 CHF | 99.57% | 99.57% |
08/07/2024 | 17.10% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,271 CHF | 32,136 CHF | 99.58% | 99.58% |
05/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,993 CHF | 29,996 CHF | 99.50% | 99.50% |
04/07/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,179 CHF | 30,090 CHF | 99.58% | 99.58% |
03/07/2024 | 16.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,922 CHF | 33,461 CHF | 99.54% | 99.54% |
02/07/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,568 CHF | 35,284 CHF | 99.60% | 99.60% |