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 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,144 CHF | 40,072 CHF | 99.59% | 99.59% |
12/07/2024 | 15.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,470 CHF | 35,735 CHF | 99.13% | 99.13% |
11/07/2024 | 15.11% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,359 CHF | 35,679 CHF | 99.36% | 99.36% |
10/07/2024 | 17.32% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,085 CHF | 31,543 CHF | 99.40% | 99.40% |
09/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.43% | 99.43% |
08/07/2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,737 CHF | 29,869 CHF | 99.09% | 99.09% |
05/07/2024 | 17.57% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,181 CHF | 31,091 CHF | 99.28% | 99.28% |
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 | 99.36% | 99.36% |
03/07/2024 | 21.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,742 CHF | 25,871 CHF | 99.28% | 99.28% |
02/07/2024 | 23.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,871 CHF | 23,936 CHF | 99.15% | 99.15% |