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 | 19.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,689 CHF | 28,845 CHF | 99.71% | 99.71% |
12/07/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,837 CHF | 34,919 CHF | 99.51% | 99.51% |
11/07/2024 | 19.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,776 CHF | 28,388 CHF | 99.11% | 99.11% |
10/07/2024 | 23.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,519 CHF | 23,760 CHF | 99.60% | 99.60% |
09/07/2024 | 22.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,584 CHF | 24,792 CHF | 99.51% | 99.51% |
08/07/2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,013 CHF | 30,007 CHF | 99.56% | 99.56% |
05/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,225 CHF | 35,112 CHF | 99.28% | 99.28% |
04/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,169 CHF | 35,084 CHF | 99.54% | 99.54% |
03/07/2024 | 14.83% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,716 CHF | 36,358 CHF | 99.58% | 99.58% |
02/07/2024 | 17.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,933 CHF | 30,467 CHF | 99.57% | 99.57% |