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 | 15.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,811 CHF | 35,406 CHF | 99.36% | 99.36% |
12/07/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,884 CHF | 38,442 CHF | 99.28% | 99.28% |
11/07/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,203 CHF | 39,601 CHF | 99.37% | 99.37% |
10/07/2024 | 16.52% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,936 CHF | 32,968 CHF | 99.40% | 99.40% |
09/07/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,635 CHF | 30,318 CHF | 99.35% | 99.35% |
08/07/2024 | 16.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,857 CHF | 32,928 CHF | 99.33% | 99.33% |
05/07/2024 | 18.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,900 CHF | 29,950 CHF | 99.39% | 99.39% |
04/07/2024 | 19.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,585 CHF | 28,292 CHF | 99.37% | 99.37% |
03/07/2024 | 20.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,512 CHF | 26,756 CHF | 99.36% | 99.36% |
02/07/2024 | 18.31% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,674 CHF | 29,837 CHF | 99.40% | 99.40% |