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 | 15.50% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,592 CHF | 34,796 CHF | 97.70% | 97.70% |
12/07/2024 | 17.13% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,757 CHF | 31,879 CHF | 97.59% | 97.59% |
11/07/2024 | 17.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,860 CHF | 31,430 CHF | 98.89% | 98.89% |
10/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 98.10% | 98.10% |
09/07/2024 | 22.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,159 CHF | 24,579 CHF | 98.50% | 98.50% |
08/07/2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,736 CHF | 24,868 CHF | 98.67% | 98.67% |
05/07/2024 | 27.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,257 CHF | 20,628 CHF | 98.54% | 98.54% |
04/07/2024 | 33.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,318 CHF | 17,659 CHF | 98.67% | 98.67% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.79% | 98.79% |
02/07/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,124 CHF | 15,062 CHF | 98.41% | 98.41% |