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 | 19.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,500 CHF | 28,250 CHF | 91.41% | 91.41% |
12/07/2024 | 18.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,343 CHF | 29,172 CHF | 94.26% | 94.26% |
11/07/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,076 CHF | 25,038 CHF | 92.82% | 92.82% |
10/07/2024 | 20.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,690 CHF | 26,845 CHF | 89.18% | 89.18% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 91.67% | 91.67% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 90.94% | 90.94% |
05/07/2024 | 17.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,727 CHF | 31,364 CHF | 97.50% | 97.50% |
04/07/2024 | 21.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,027 CHF | 25,514 CHF | 88.95% | 88.95% |
03/07/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,695 CHF | 24,847 CHF | 94.49% | 94.49% |
02/07/2024 | 25.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,919 CHF | 22,460 CHF | 95.42% | 95.42% |