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 | 16.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,379 CHF | 33,189 CHF | 99.47% | 99.47% |
12/07/2024 | 10.52% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,248 CHF | 50,124 CHF | 99.42% | 99.42% |
11/07/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,263 CHF | 46,132 CHF | 99.45% | 99.45% |
10/07/2024 | 12.87% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,090 CHF | 41,545 CHF | 99.48% | 99.48% |
09/07/2024 | 28.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,544 CHF | 20,272 CHF | 97.24% | 97.24% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.51% | 99.51% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.48% | 99.48% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.56% | 99.56% |
03/07/2024 | 28.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,330 CHF | 20,165 CHF | 99.51% | 99.51% |
02/07/2024 | 29.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,394 CHF | 19,697 CHF | 98.39% | 98.39% |