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 | 15.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,941 CHF | 35,471 CHF | 96.49% | 96.49% |
12/07/2024 | 13.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,820 CHF | 38,410 CHF | 92.00% | 92.00% |
11/07/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,624 CHF | 34,812 CHF | 98.45% | 98.45% |
10/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.46% | 98.46% |
09/07/2024 | 19.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,790 CHF | 28,895 CHF | 97.91% | 97.91% |
08/07/2024 | 18.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,554 CHF | 30,277 CHF | 98.11% | 98.11% |
05/07/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,301 CHF | 30,150 CHF | 99.01% | 99.01% |
04/07/2024 | 17.90% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,025 CHF | 30,513 CHF | 99.57% | 99.57% |
03/07/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,961 CHF | 29,981 CHF | 97.67% | 97.67% |
02/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.58% | 99.58% |