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 | 28.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,888 CHF | 19,944 CHF | 99.55% | 99.55% |
12/07/2024 | 23.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,849 CHF | 23,924 CHF | 99.51% | 99.51% |
11/07/2024 | 36.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,512 CHF | 16,256 CHF | 99.40% | 99.40% |
10/07/2024 | 40.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,661 CHF | 14,831 CHF | 99.45% | 99.45% |
09/07/2024 | 43.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,275 CHF | 14,137 CHF | 86.48% | 86.48% |
08/07/2024 | 44.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,539 CHF | 13,770 CHF | 99.43% | 99.43% |
05/07/2024 | 40.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,543 CHF | 14,771 CHF | 99.39% | 99.39% |
04/07/2024 | 40.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,904 CHF | 14,952 CHF | 99.57% | 99.57% |
03/07/2024 | 44.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,724 CHF | 13,862 CHF | 99.44% | 99.44% |
02/07/2024 | 46.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,539 CHF | 13,269 CHF | 99.53% | 99.53% |