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 | 14.75% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 427,979 | 63,089 CHF | 31,194 CHF | 99.45% | 99.45% |
12/07/2024 | 13.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 69,481 CHF | 31,792 CHF | 99.36% | 99.36% |
11/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 441,079 | 59,923 CHF | 30,813 CHF | 98.90% | 98.90% |
10/07/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 423,771 | 59,945 CHF | 29,637 CHF | 99.19% | 99.19% |
09/07/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,836 | 61,124 CHF | 29,133 CHF | 98.44% | 98.44% |
08/07/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,341 | 59,031 CHF | 28,720 CHF | 98.45% | 98.45% |
05/07/2024 | 15.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 415,825 | 59,386 CHF | 28,783 CHF | 93.82% | 93.82% |
04/07/2024 | 14.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 66,237 CHF | 30,495 CHF | 97.85% | 97.85% |
03/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,519 | 60,126 CHF | 28,227 CHF | 98.65% | 98.65% |
02/07/2024 | 15.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 483,876 | 58,357 CHF | 33,050 CHF | 99.44% | 99.44% |