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 | 21.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,673 CHF | 25,337 CHF | 98.61% | 98.61% |
12/07/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,198 CHF | 25,099 CHF | 97.05% | 97.05% |
11/07/2024 | 27.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,163 CHF | 21,081 CHF | 93.37% | 93.37% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 96.59% | 96.59% |
09/07/2024 | 29.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,257 CHF | 19,629 CHF | 97.45% | 97.45% |
08/07/2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,283 CHF | 20,141 CHF | 98.97% | 98.97% |
05/07/2024 | 35.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,260 CHF | 17,130 CHF | 97.83% | 97.83% |
04/07/2024 | 31.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,704 CHF | 18,852 CHF | 99.37% | 99.37% |
03/07/2024 | 24.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,833 CHF | 23,417 CHF | 98.16% | 98.16% |
02/07/2024 | 23.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,369 CHF | 24,185 CHF | 97.85% | 97.85% |