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 | 28.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,697 CHF | 20,348 CHF | 99.23% | 99.23% |
12/07/2024 | 23.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,347 CHF | 23,674 CHF | 99.07% | 99.07% |
11/07/2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,611 CHF | 29,806 CHF | 97.65% | 97.65% |
10/07/2024 | 18.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,896 CHF | 29,948 CHF | 99.16% | 99.16% |
09/07/2024 | 17.61% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,043 CHF | 31,021 CHF | 98.93% | 98.93% |
08/07/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,083 CHF | 30,042 CHF | 98.95% | 98.95% |
05/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.60% | 98.60% |
04/07/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,280 CHF | 30,140 CHF | 99.38% | 99.38% |
03/07/2024 | 15.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,197 CHF | 34,599 CHF | 98.88% | 98.88% |
02/07/2024 | 17.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,393 CHF | 30,697 CHF | 98.99% | 98.99% |