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 | 28.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,560 CHF | 20,280 CHF | 99.38% | 99.38% |
12/07/2024 | 22.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,204 CHF | 24,602 CHF | 99.34% | 99.34% |
11/07/2024 | 27.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,992 CHF | 20,496 CHF | 99.34% | 99.34% |
10/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,995 CHF | 24,998 CHF | 99.40% | 99.40% |
09/07/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,963 CHF | 24,981 CHF | 99.39% | 99.39% |
08/07/2024 | 17.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,317 CHF | 31,659 CHF | 99.36% | 99.36% |
05/07/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,044 CHF | 35,522 CHF | 99.38% | 99.38% |
04/07/2024 | 14.00% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,763 CHF | 38,382 CHF | 99.36% | 99.36% |
03/07/2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,450 CHF | 35,225 CHF | 99.37% | 99.37% |
02/07/2024 | 15.75% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,678 CHF | 34,339 CHF | 99.45% | 99.45% |