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 | 28.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,771 CHF | 10,193 CHF | 99.38% | 99.38% |
12/07/2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,710 CHF | 12,677 CHF | 99.38% | 99.38% |
11/07/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,481 CHF | 12,620 CHF | 91.41% | 91.41% |
10/07/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 79,904 CHF | 22,476 CHF | 99.37% | 99.37% |
09/07/2024 | 9.76% | 0.09 CHF | 0.10 CHF | 1,000,000 | 250,000 | 1,000,000 | 247,515 | 97,905 CHF | 26,662 CHF | 99.37% | 99.37% |
08/07/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 1,000,000 | 250,000 | 1,000,000 | 216,834 | 117,740 CHF | 27,568 CHF | 99.38% | 99.38% |
05/07/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 206,960 | 120,911 CHF | 27,025 CHF | 99.00% | 99.00% |
04/07/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 1,000,000 | 200,000 | 1,000,000 | 208,334 | 128,369 CHF | 28,676 CHF | 91.02% | 91.02% |
03/07/2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 76,974 CHF | 21,744 CHF | 99.38% | 99.38% |
02/07/2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 50,499 CHF | 15,125 CHF | 99.38% | 99.38% |