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 | 26.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,974 CHF | 10,744 CHF | 99.38% | 99.38% |
12/07/2024 | 21.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,440 CHF | 12,860 CHF | 99.38% | 99.38% |
11/07/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,436 CHF | 12,609 CHF | 91.41% | 91.41% |
10/07/2024 | 9.98% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 95,459 CHF | 26,365 CHF | 99.37% | 99.37% |
09/07/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 112,901 CHF | 30,725 CHF | 99.37% | 99.37% |
08/07/2024 | 7.47% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 129,249 CHF | 34,812 CHF | 99.38% | 99.38% |
05/07/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 130,052 CHF | 35,013 CHF | 99.00% | 99.00% |
04/07/2024 | 7.09% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 137,042 CHF | 36,761 CHF | 91.02% | 91.02% |
03/07/2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 97,545 CHF | 26,886 CHF | 99.38% | 99.38% |
02/07/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 76,130 CHF | 21,532 CHF | 99.38% | 99.38% |