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 | 21.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,577 CHF | 25,788 CHF | 98.70% | 98.70% |
12/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 95.75% | 95.75% |
11/07/2024 | 17.29% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,184 CHF | 31,592 CHF | 98.92% | 98.92% |
10/07/2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,053 CHF | 29,027 CHF | 98.82% | 98.82% |
09/07/2024 | 19.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,276 CHF | 28,638 CHF | 99.05% | 99.05% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,023 CHF | 30,011 CHF | 96.83% | 96.83% |
05/07/2024 | 16.34% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,597 CHF | 33,298 CHF | 96.04% | 96.04% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 95.92% | 95.92% |
03/07/2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,326 CHF | 25,663 CHF | 97.13% | 97.13% |
02/07/2024 | 20.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,197 CHF | 27,598 CHF | 98.68% | 98.68% |