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 | 17.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,882 CHF | 31,441 CHF | 99.59% | 99.59% |
12/07/2024 | 15.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,740 CHF | 34,870 CHF | 99.43% | 99.43% |
11/07/2024 | 21.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,937 CHF | 25,969 CHF | 99.31% | 99.31% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.50% | 99.50% |
09/07/2024 | 22.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,636 CHF | 24,818 CHF | 86.49% | 86.49% |
08/07/2024 | 22.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,957 CHF | 24,979 CHF | 99.43% | 99.43% |
05/07/2024 | 22.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,784 CHF | 24,392 CHF | 99.36% | 99.36% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.57% | 99.57% |
03/07/2024 | 23.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,755 CHF | 24,377 CHF | 99.42% | 99.42% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.54% | 99.54% |