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 | 22.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,174 CHF | 24,587 CHF | 99.48% | 99.48% |
12/07/2024 | 11.49% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,786 CHF | 46,393 CHF | 99.38% | 99.38% |
11/07/2024 | 14.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,255 CHF | 37,128 CHF | 99.39% | 99.39% |
10/07/2024 | 15.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,918 CHF | 34,459 CHF | 99.55% | 99.55% |
09/07/2024 | 42.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,433 CHF | 14,216 CHF | 97.28% | 97.28% |
08/07/2024 | 44.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,744 CHF | 13,872 CHF | 99.51% | 99.51% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.40% | 99.40% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.56% | 99.56% |
03/07/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,387 CHF | 15,194 CHF | 99.47% | 99.47% |
02/07/2024 | 52.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,105 CHF | 12,052 CHF | 98.39% | 98.39% |