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 | 43.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,220 CHF | 14,110 CHF | 94.33% | 94.33% |
12/07/2024 | 42.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,149 CHF | 14,574 CHF | 84.66% | 84.66% |
11/07/2024 | 37.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,483 CHF | 16,241 CHF | 98.87% | 98.87% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 97.70% | 97.70% |
09/07/2024 | 27.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,715 CHF | 20,858 CHF | 98.44% | 98.44% |
08/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,992 CHF | 24,996 CHF | 98.88% | 98.88% |
05/07/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,900 CHF | 24,950 CHF | 90.65% | 90.65% |
04/07/2024 | 27.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,383 CHF | 21,192 CHF | 98.13% | 98.13% |
03/07/2024 | 28.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,173 CHF | 20,587 CHF | 99.13% | 99.13% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.42% | 96.42% |