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 | 13.27% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,422 CHF | 40,211 CHF | 99.71% | 99.71% |
12/07/2024 | 9.04% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 426,750 | 105,906 CHF | 49,262 CHF | 96.27% | 96.27% |
11/07/2024 | 13.02% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,104 CHF | 41,052 CHF | 98.44% | 98.44% |
10/07/2024 | 15.88% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,463 CHF | 34,232 CHF | 99.65% | 99.65% |
09/07/2024 | 18.13% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,234 CHF | 30,117 CHF | 97.99% | 97.99% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.15% | 99.15% |
05/07/2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,912 CHF | 29,956 CHF | 99.52% | 99.52% |
04/07/2024 | 15.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,435 CHF | 34,717 CHF | 99.34% | 99.34% |
03/07/2024 | 17.66% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,853 CHF | 30,927 CHF | 99.36% | 99.36% |
02/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.58% | 99.58% |