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 | 33.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,048 CHF | 18,024 CHF | 98.86% | 98.86% |
12/07/2024 | 38.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,437 CHF | 15,719 CHF | 98.79% | 98.79% |
11/07/2024 | 57.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,476 CHF | 11,738 CHF | 99.34% | 99.34% |
10/07/2024 | 61.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,885 CHF | 10,942 CHF | 98.41% | 98.41% |
09/07/2024 | 40.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,877 CHF | 14,938 CHF | 97.75% | 97.75% |
08/07/2024 | 33.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,433 CHF | 17,717 CHF | 97.51% | 97.51% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.36% | 98.36% |
04/07/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,245 CHF | 20,122 CHF | 94.22% | 94.22% |
03/07/2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,217 CHF | 20,609 CHF | 99.28% | 99.28% |
02/07/2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,464 CHF | 19,732 CHF | 98.92% | 98.92% |