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 | 17.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,793 CHF | 30,397 CHF | 99.15% | 99.15% |
12/07/2024 | 19.21% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,648 CHF | 28,824 CHF | 98.71% | 98.71% |
11/07/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,186 CHF | 30,093 CHF | 98.92% | 98.92% |
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 | 98.89% | 98.89% |
09/07/2024 | 18.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,456 CHF | 29,228 CHF | 98.91% | 98.91% |
08/07/2024 | 15.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,695 CHF | 34,347 CHF | 99.16% | 99.16% |
05/07/2024 | 15.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,425 CHF | 34,212 CHF | 98.72% | 98.72% |
04/07/2024 | 18.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,594 CHF | 29,297 CHF | 98.91% | 98.91% |
03/07/2024 | 19.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,956 CHF | 27,978 CHF | 98.85% | 98.85% |
02/07/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,041 CHF | 25,021 CHF | 98.88% | 98.88% |