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 | 22.66% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,313 CHF | 24,656 CHF | 98.87% | 98.87% |
12/07/2024 | 25.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,392 CHF | 22,696 CHF | 98.84% | 98.84% |
11/07/2024 | 31.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,845 CHF | 18,922 CHF | 99.28% | 99.28% |
10/07/2024 | 32.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,352 CHF | 18,176 CHF | 98.33% | 98.33% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 97.75% | 97.75% |
08/07/2024 | 24.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,471 CHF | 23,235 CHF | 97.52% | 97.52% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.27% | 98.27% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 94.21% | 94.21% |
03/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.36% | 99.36% |
02/07/2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,389 CHF | 24,695 CHF | 98.91% | 98.91% |